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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...
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In a previous article [Fiacco, A. V., G. P. McCormick. 1964. The sequential unconstrained minimization technique for nonlinear programming, a primal-dual method. Management Sci. 10(2) 360-366.] the authors gave the theoretical validation of the sequential unconstrained minimization technique for...
Persistent link: https://www.econbiz.de/10009196543
This article is based on an idea proposed by C. W. Carroll for transforming a mathematical programming problem into a sequence of unconstrained minimization problems. It describes the theoretical validation of Carroll's proposal for the convex programming problem. A number of important new...
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A first-order method for solving the problem: minimize f(x) subject to Ax - b \geqq 0 is presented. The method contains ideas based on variable reduction with anti-zig-zagging and acceleration devices based on the Variable Metric Method. Proof of convergence to a Kuhn-Tucker Point, and statement...
Persistent link: https://www.econbiz.de/10009191982
Exponential forecasting or smoothing models are presented which take into account all combinations of trend and cyclical effects in additive and multiplicative form. Although other authors have hinted that the proposed models existed, no one has ever presented them in comprehensive form. This...
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