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Nonlinear Optimization Using the Generalized Reduced Gradient Method
CASE WESTERN RESERVE UNIV CLEVELAND OH DEPT OF OPERATIONS RESEARCH
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Generalized Reduced Gradient GRG methods are algorithms for solving nonlinear programs of general structure. This paper discusses the basic principles of GRG, and constructs a specific GRG algorithm. The logic of a computer program implementing this algorithm is presented by means of flow charts and discussion. A numerical example is given to illustrate the functioning of this program.
APPROVED FOR PUBLIC RELEASE