Accession Number:

AD0744313

Title:

Topics in Optimization

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF COMPUTER SCIENCE

Personal Author(s):

• Osborne, Michael

Report Date:

1972-04-01

Pagination or Media Count:

146.0

Abstract:

These notes are based on a course of lectures given at Stanford, and cover three major topics relevant to optimization theory. First an introduction is given to those results in mathematical programming which appear to be most important for the development and analysis of practical algorithms. Next unconstrained optimization problems are considered. The main emphasis is on that subclass of descent methods which a requires the evaluation of first derivatives of the objective function, and b has a family connection with the conjugate direction methods. Numerical results obtained using a program based on this material are discussed in an Appendix. In the third section, penalty and barrier function methods for mathematical programming problems are studied in some detail, and possible methods for accelerating their convergence indicated.

Descriptors:

• *MATHEMATICAL PROGRAMMING
• *OPTIMIZATION
• ALGORITHMS
• CONVEX SETS
• INEQUALITIES
• MATRICES(MATHEMATICS)
• STEEPEST DESCENT METHOD
• SYMPOSIA

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE