Generalized programming by linear approximation of the dual gradient: Equality constraints
作者:
J. Franklin Sharp,
Michael H. Wagner,
期刊:
Naval Research Logistics Quarterly
(WILEY Available online 1975)
卷期:
Volume 22,
issue 1
页码: 145-154
ISSN:0028-1441
年代: 1975
DOI:10.1002/nav.3800220111
出版商: Wiley Subscription Services, Inc., A Wiley Company
数据来源: WILEY
摘要:
AbstractA modified generalized programming procedure is presented for solving concave programming problems with equality constraints. The procedure constructs convenient linear approximations of the gradient of the dual and finds points where the approximating functions vanish. In the quadratic programming case, the procedure is finitely convergent. Global convergence is established for the non‐quadratic case. Illustrative numerical examples are include
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