Accession Number:

AD0774723

Title:

Nonlinear Optimization Using the Generalized Reduced Gradient Method

Descriptive Note:

Technical memo

Corporate Author:

CASE WESTERN RESERVE UNIV CLEVELAND OH DEPT OF OPERATIONS RESEARCH

Personal Author(s):

• Lasdon, Leon S.
• Fox, Richard L.
• Ratner, Margery W.

Report Date:

1973-10-01

Pagination or Media Count:

63.0

Abstract:

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.

Descriptors:

• *NONLINEAR PROGRAMMING
• OPTIMIZATION
• NUMERICAL ANALYSIS
• ALGORITHMS
• COMPUTER PROGRAMMING

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE