Accession Number:

AD0689846

Title:

SEARCHING FOR THE MULTIPLIER IN ONE CONSTRAINT OPTIMIZATION PROBLEMS,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1969-06-01

Pagination or Media Count:

23.0

Abstract:

One-constraint optimization problems are approached via Lagrange multipliers. Sequential search schemes for generating suitable trial multiplier values are compared, and it is shown that, in general, the minimax sequential search is bisection. For certain applications, it pays to design search procedures that take advantage of special structure, such as recursively defined functions. An efficient, one-pass search procedure based on bisection for a multi-item, multi-echelon inventory problem is also presented. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE