Accession Number:

AD0752774

Title:

Nonlinear Optimization using Exterior Penalty Functions.

Descriptive Note:

Technical memo.,

Corporate Author:

CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF OPERATIONS RESEARCH

Personal Author(s):

• Lasdon,Leon S.
• Fox,Richard L.
• Tamir,Arie

Report Date:

1972-11-01

Pagination or Media Count:

63.0

Abstract:

The research is concerned with exploring the computational properties of exterior penalty functions. Using the special structure of the exterior function, a special purpose one-dimensional search procedure is developed. The procedure is based on substituting interpolations of f and g sub i into the penalty function and then minimizing this approximation of P along the current search direction. Author

Descriptors:

• (*NONLINEAR PROGRAMMING
• FUNCTIONS(MATHEMATICS))
• OPTIMIZATION
• NUMERICAL ANALYSIS
• ALGORITHMS
• SEARCH THEORY

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE