Nonlinear optimization using the generalized reduced gradient method

Leon S. Lasdon; Richard L. Fox; Margery W. Ratner

RAIRO - Operations Research - Recherche Opérationnelle (1974)

  • Volume: 8, Issue: V3, page 73-103
  • ISSN: 0399-0559

How to cite

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Lasdon, Leon S., Fox, Richard L., and Ratner, Margery W.. "Nonlinear optimization using the generalized reduced gradient method." RAIRO - Operations Research - Recherche Opérationnelle 8.V3 (1974): 73-103. <http://eudml.org/doc/104604>.

@article{Lasdon1974,
author = {Lasdon, Leon S., Fox, Richard L., Ratner, Margery W.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {eng},
number = {V3},
pages = {73-103},
publisher = {EDP-Sciences},
title = {Nonlinear optimization using the generalized reduced gradient method},
url = {http://eudml.org/doc/104604},
volume = {8},
year = {1974},
}

TY - JOUR
AU - Lasdon, Leon S.
AU - Fox, Richard L.
AU - Ratner, Margery W.
TI - Nonlinear optimization using the generalized reduced gradient method
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1974
PB - EDP-Sciences
VL - 8
IS - V3
SP - 73
EP - 103
LA - eng
UR - http://eudml.org/doc/104604
ER -

References

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  1. [1] DANTZIG G. B., Linear Programming and Extensions, Princeton University Press, Princeton, NJ., 1963, pp. 94-95. Zbl0997.90504MR201189
  2. [2] LUENBERGER D., Introduction to Linear and Nonlinear Programming, Addison-Wesley, 1973. Zbl0297.90044
  3. [3] ABADIE J. and CARPENTIER J., «Generalization of the Wolfe Reduced Gradient Method to the Case of Nonlinear Constraints» in Optimization, R. Fletcher, Ed., Academic Press, 1969, pp. 37-47. Zbl0254.90049
  4. [4] ABADIE J., «Application of the GRG Algorithm to Optimal Control Problems» in Nonlinear and Integer Programming, J. Abadie, Ed., North Holland Publishing Co., 1972, pp. 191-211. Zbl0332.90040MR437059
  5. [5] GOLDFARB D., Extension of Davidons Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints, SIAM J. Appl. Math, Vol. 17 No. 4, July 1969. Zbl0185.42602MR290799
  6. [6] LASDON L. S., FOX R., TAMIR A. and RATNER M., An Efficient One Dimensional Search Procedure, Report No. 54, Division of Solid Mechanics, Structures, and Mechanical Design, Case Western Reserve University, June 1973. Zbl0309.90027
  7. [7] HUCKFELDT V., Nonlinear Optimization with Upper and Lower Bounds, Technical Memorandum No. 194, Operations Research Department, Case Western Reserve University, Cleveland, Ohio, April 1971. 

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