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THE NONLINEAR PROGRAMMING PROBLEM AND
PART TWO Unconstrained Nonlinear Programming Methods
10 other sections not shown
active constraints analytical Appendix approximate CALL SUMR Chap coefficients conjugate directions convergence convex convex function criteria Davidon Davidon-Fletcher-Powell defined described in Sec determine direction of search eigenvalues elements equality constraints equations example exploratory search extremum feasible point feasible region Fiacco flexible polyhedron flexible tolerance function evaluations hessian matrix hypersphere illustrates independent variables initial polyhedron interior point iterations Lagrange multipliers linear constraints linear programming linear programming problem minimum Nelder and Mead Newton's method nonlinear inequality constraints nonlinear programming problem number of functional objective function obtained off(x optimum parameters Partan partial derivatives penalty function positive definite Powell Prob procedure quadratic function reduced gradient Rosenbrock Rosenbrock's function saddle point satisfied search direction simplex solve stage starting point steepest descent step length straints SUBROUTINE Table technique termination test problems tion trajectory unconstrained unidimensional search value of f(x vertex vertices zero