A Computer Code for Solving Medium Sized Non-Linear Programming Problems by the Method of Feasible Directions.
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A computer code, FEASBL, is developed to maximize a non-linear objective function over a convex feasible region. The feasible region is defined by a set of non-linear and linear constraints on the variables. FEASBL can solve problems involving up to fifty variables with a feasible region formed by up to fifty non-linear constraints, and fifty linear constraints. FEASBL uses a feasible direction method as its solution algorithm. Author
- Operations Research
- Computer Programming and Software