Email RIS file
Bookmark
Report an Issue

Numerical Methods for Nonlinearly Constrained Optimization

Author
Wright, Margart Ann Hagen
Published
United States : [publisher not identified], 1976.
[Oak Ridge, Tennessee] : [U.S. Atomic Energy Commission], 1976.
Physical Description
microfiche : negative ; 11 x 15 cm

Availability

I Want It
I Want It

Finding items...

Summary
A detailed description of a new feasible-point algorithm for nonlinearly constrained optimization is presented. The new method is based on the properties of the trajectory of minima obtained by varying the barrier parameter of the logarithmic barrier function. The algorithm is closely related to a nonfeasible-point method based on the trajectory of the quadratic penalty function, and this method is also described in detail. The search direction in the trajectory algorithms is determined by solving a quadratic programming sub-problem whose objective function is based on an approximation to the Lagrangian function. This sub-problem is well-posed whatever the value of the penalty or barrier parameter, unlike the determination of the search direction for penalty and barrier function methods. The step taken along the search direction is obtained by considering an appropriate reduction in the respective penalty or barrier function. For the quadratic penalty function, this step can be efficiently determined by a regular safeguarded linear search; for a barrier function, however, it is crucial to use specially designed linear searches. A description is included of penalty and barrier function methods, and of some other methods which, like the trajectory algorithms, are based on the Lagrangian function. A comprehensive set of programs has been developed, and a selection of typical numerical results is presented. A primary concern was with practical algorithms, and the need to consider methods that will converge even from a poor initial estimate of the solution. 23 figures.
Report Numbers
SLAC-R-193; SLAC-193
Other Subject(s)
Collection
U.S. Atomic Energy Commission depository collection.
Note
DOE contract number: AC02-76SF00515
OSTI Identifier 1453943
Research organization: SLAC National Accelerator Laboratory (SLAC), Menlo Park, CA (United States).
Funding Information
Sponsored by USDOE Office of Science (SC).
View MARC record | catkey: 48147487