Accession Number:

AD0776406

Title:

An Arc Method for Nonlinear Programming.

Descriptive Note:

Technical rept.,

Corporate Author:

GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING

Personal Author(s):

• McCormick,Garth P.

Report Date:

1974-02-15

Pagination or Media Count:

45.0

Abstract:

An algorithm using second derivatives for solving the optimization problem minimize fx subject to g subi x or 0, i 1,...,m where the g sub i are not necessarily linear is presented. The basic idea is to generate a sequence of feasible points with decreasing objective values by movement along piecewise, smooth, quadratic arcs. Cluster points of the sequence generated are shown to be second-order Kuhn-Tucker points. If the strict second order sufficiency conditions hold the rate of convergence is shown to be at least quadratic. Author

Descriptors:

• *Nonlinear programming
• Convergence
• Permutations
• Computations
• Algorithms

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE