Accession Number:

AD0745958

Title:

Comparison of Several Gradient Algorithms for Mathematical Programming Problems

Descriptive Note:

Corporate Author:

RICE UNIV HOUSTON TX AERO-ASTRONAUTICS GROUP

Personal Author(s):

• Miele, A.
• Tietze, J. L.
• Levy, A. V.

Report Date:

1972-06-01

Pagination or Media Count:

31.0

Abstract:

In the paper, the numerical solution of the basic problem of mathematical programming is considered. This is the problem of minimizing a function fx subject to a constraint phix 0. Here, f is a scalar, x an n- vector, and phi a q-vector, with qn. Six variations of the sequential gradient-restoration algorithm and the combined gradient-restoration algorithm are considered, and their relative efficiency in terms of number of iterations for convergence is evaluated. The variations being considered are as follows i SGRA-CR, sequential gradient-restoration algorithm, complete restoration, ii SGRA-IR, sequential gradient-restoration algorithm, incomplete restoration, iii SGRA-OR, sequential gradient-restoration algorithm, optional restoration, iv CGRA-NR, combined gradient-restoration algorithm, no restoration, v CGRA- AR, combined gradient-restoration algorithm, alternate restoration, vi CGRA- OR, combined gradient-restoration algorithm, optional restoration.

Descriptors:

• *MATHEMATICAL PROGRAMMING
• ALGORITHMS
• ITERATIONS
• FUNCTIONS(MATHEMATICS)
• OPTIMIZATION

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE