Accession Number:

AD0450546

Title:

THE SEQUENTIAL UNCONSTRAINED MINIMIZATION TECHNIQUE FOR NONLINEAR PROGRAMMING. ALGORITHM II. OPTIMUM GRADIENTS BY FIBONACCI SEARCH,

Descriptive Note:

Corporate Author:

RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s):

• Fiacco,Anthony V.
• McCormick,Garth P.

Report Date:

1964-06-01

Pagination or Media Count:

21.0

Abstract:

The algorithm has been revised to incorporate a more efficient technique for computing the minimum of a function of a specified vector, a computation required in each iteration of the optimumgradient method. The new technique is an adaptation of a Fibonacci-gradient method. The new technique is an adaptation of a Fibonacci previously used and results in a recuction in total problem solution time of almost one half. A new normalized final-convergence criterion that does not depend on the magnitude of the optimum solution value is given. The detailed computer solution of a change-constrained linear programming problem illustrates the typical convergence characteristics of the method. The remainder of the paper is a concise and simplified review of all the methods important computational aspects. Author

Descriptors:

• (*NONLINEAR PROGRAMMING
• OPTIMIZATION)
• SEQUENTIAL ANALYSIS
• ITERATIONS
• THEOREMS
• FUNCTIONS(MATHEMATICS)

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE