Accession Number:

AD0744327

Title:

A Quadratically-Convergent Algorithm for General Nonlinear Programming Problems.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1972-05-01

Pagination or Media Count:

19.0

Abstract:

The paper presents an algorithm for solving nonlinearly constrained programming problems. The algorithm reduces the original problem to a sequence of linearly-constrained minimization problems, for which efficient algorithms are available. A convergence theorem is given which states that if the process is started sufficiently close to a strict second-order Kuhn-Tucker point, then the sequence produced by the algorithm exists and converges R-quadratically to that point. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE