EFFICIENT ONE DIMENSIONAL SEARCH PROCEDURE

被引：5

作者：

FOX, RL

LASDON, LS

TAMIR, A

RATNER, M

机构：

[1] CASE WESTERN RESERVE UNIV,CLEVELAND,OH 44106

[2] NORTHWESTERN UNIV,GRAD SCH MANAGEMENT,EVANSTON,IL 60201

来源：

MANAGEMENT SCIENCE | 1975年 / 22卷 / 01期

关键词：

COMPUTER PROGRAMMING - Subroutines - MATHEMATICAL PROGRAMMING; NONLINEAR;

D O I：

10.1287/mnsc.22.1.42

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

Many nonlinear programming algorithms utilize a one-dimensional search along directions generated by the algorithm. This paper describes a method for performing this search. The method finds 3 points which bracket the minimum, fits a quadratic through them to yield a fourth point, then fits successive cubics through 4 points, discarding one each time, until certain stop criteria are met. No gradient evaluations are required. Detailed flow charts of this procedure are given, and its performance is compared with that of 2 other algorithms.

引用

页码：42 / 50

页数：9

共 10 条

[1]

FLETCHER R, 1963, BRIT COMPUTER J, V6, P163

[2]

FLETCHER R, 1964, BRIT COMPUTER J, V7, P149

[3]

FOX RL, 1971, OPTIMIZATION METHODS

[4] EXTENSION OF DAVIDONS VARIABLE METRIC METHOD TO MAXIMIZATION UNDER LINEAR INEQUALITY AND EQUALITY CONSTRAINTS [J].

GOLDFARB, D .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1969, 17 (04) :739-&

[5]

LASDON LS, TO BE PUBLISHED

[6]

LASDON LS, 1972, N001467A04040010 CON

[7]

LOOTSMA FA, 1972, PHILIPS RES REP, V27, P358

[8]

Luenberger D. G., 1973, INTRO LINEAR NONLINE

[9]

POWELL MJD, 1964, BRIT COMPUT J, V7, P155

[10]

VENKAYYA VB, 1968, 2ND C MATR METH STRU

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