Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Optimization
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. An earlier paper discussed the basic principles of GRG and presented the preliminary design of a GRG computer code. This paper describes a modified version of that initial design, including the experiences that led to the modifications. This paper also is intended to serve as partial system documentation. The code is compared computationally with an interior penalty function code, and anticipated future work on the algorithm is outlined.
- Operations Research