Nonlinear optimization with linear constraints using a projection method
Thomas Fox, United States. National Aeronautics and Space Administration. Scientific and Technical Information Branch
National Aeronautics and Space Administration, Scientific and Technical Information Branch, 1982 - Science - 92 pages
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33 CONTINUE 4c Eh algorithm artificial variables binding constraints calculate CC Eh coefficients constrained extremum constraint equations constraint hyperplane convergence COST ROW DATA CARD DFP method EH EH EH O EH EH Q equality constraints feasible space ft ft ft initial feasible point initial point inverse inverse matrix ITLL LINE SEARCH Linear Algebra linear constraints linearly independent method proposed nonlinear optimization Nonlinear Programming null space O O EH o o o o o o objective function pq eh problem projection matrix projection method q EH quadratic quadratic curve quadratic function Rosen method scalar search vector Simplex method slack variables starting point SUBROUTINE CHK unconstrained Vf(x