Accession Number:

AD0680463

Title:

SPHERICAL PROGRAMMING: A CONVEX PROGRAMMING ALGORITHM.

Descriptive Note:

Technical rept.,

Corporate Author:

TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Report Date:

1968-10-08

Pagination or Media Count:

26.0

Abstract:

A new algorithm is developed for solving the problem of maximizing a function, fx, of n variables subject to m linear inequality constraints. The procedure consists of solving a sequence of subproblems which require the maximization of fx over a hypersphere. A simple algorithm is developed for solving the subproblems. The sequence of subproblem optima is shown to converge to the constrained optimum of fx if fx is concave. A discussion is given of our limited computational experience with the algorithm. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE