Extensions of SUMT for Nonlinear Programming: Equality Constraints and Extrapolation
This paper extends the Sequential Unconstrained Minimization Technique for nonlinear programming to include problems where the constraints are a mixture of inequalities and equalities. Theorems indicating the dual nature of the method and the solution of a subproblem are given. Finally, the theoretical basis for a k-point extrapolation procedure is established.
Year of publication: |
1966
|
---|---|
Authors: | Fiacco, Anthony V. ; McCormick, Garth P. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 12.1966, 11, p. 816-828
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Fiacco, Anthony V., (1964)
-
Extensions of sumt for nonlinear programming : equality constraints and extrapolation
Fiacco, Anthony V., (1966)
-
The sequential unconstrained minimization technique for nonlinear programming, a primal-dual method
Fiacco, Anthony V., (1964)
- More ...