Results 211 to 220 of about 104,878 (264)
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A non-linear estimation program
Preprints of papers presented at the 14th national meeting of the Association for Computing Machinery on - ACM '59, 1959A program for non-linear estimation has been written for the IBM 704, based on metholology developed by G. E. P. Box, Director of the Statistical Techniques Research Group, Department of Mathematics, Princeton University. The program represents a cooperative effort between that group and the Mathematics and Applications Department, Data Processing ...
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2013
This chapter begins by introducing non-linear programming. Next, it proposes the formulation of a series of non-linear programming problems with their corresponding solutions. Specifically, multi-modal and multi-variable problems with inequality constraints are modelled. The solution is done by applying the Kuhn-Tucker conditions. It sets out different
Raúl Poler +2 more
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This chapter begins by introducing non-linear programming. Next, it proposes the formulation of a series of non-linear programming problems with their corresponding solutions. Specifically, multi-modal and multi-variable problems with inequality constraints are modelled. The solution is done by applying the Kuhn-Tucker conditions. It sets out different
Raúl Poler +2 more
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Projection methods for non-linear programming
Mathematical Programming, 1973Several algorithms are presented for solving the non-linear programming problem, based on “variable-metric” projections of the gradient of the objective function into a local approximation to the constraints. The algorithms differ in the nature of this approximation.
R. W. H. Sargent, Bruce A. Murtagh
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Non-Linear Programming—A Survey
Management Science, 1963Some of the more recent theoretical and computational developments in non-linear programming are surveyed. The notions of Lagrange multipliers and duality are discussed together with applications of these ideas to scientific and business problems. Moreover, several algorithms for solving quadratic programming problems are reviewed.
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Computer programs for non‐linear programming
International Journal of Mathematical Education in Science and Technology, 1987In this paper we consider the problem of maximizing a non‐linear or linear objective function subject to non‐linear and/or linear constraints. The approach used is an adaptive random search with some non‐random searches built‐in. The algorithm begins with a given point which is replaced by another point if the latter satisfies each of the constraints ...
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A Duality Theorem for Non‐Linear Programming
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 1965AbstractIn this paper, a dual problem is formulated for non‐linear programming problem of minimising a convex function under concave constraints and non‐negativity restrictions on the variables (x1, x2…, xn). The problem of P. Wolfe has been discussed with considerably reduced number of variables known as Lagrange multipliers ui.
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Duality for non-linear programming in aBanach space
Unternehmensforschung Operations Research - Recherche Opérationnelle, 1969A constrained maximization problem in a realBanach space is considered, where the objective function is a non-linear pseudo concave functional and constraints are given bym non linear quasi convex functionals. The optimality conditions and converse duality theorem, given byRitter, have been extended to this class of programming problems.
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An Aggregate Constraint Method for Non-linear Programming
Journal of the Operational Research Society, 1991The problem under consideration is to minimize \(f(x)\), \(x\in R^n\), subject to the constraints (P): \(g_i(x)\leq 0\), \(i=1,\ldots,m\). In order to replace (P) by just one constraint, \(g_s(x,\lambda)\leq 0\), the author defines a convex combination of the form \[ g_s(x,\lambda)=\sum^m_{i=1}\lambda_ig_i(x), \quad\sum\lambda_i=1,\quad 0\leq\lambda_i,
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Buckling analysis by means of non‐linear programming
International Journal for Numerical Methods in Engineering, 1970AbstractThis paper demonstrates the applicability of general non‐linear programming methods to the solution of buckling problems. The minimum energy formulation of the buckling condition is shown to yield an unconstrained non‐linear programming problem, for which several numerical methods of solution are readily available.
Gisvold, Kaare M., Moe, Johannes
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Non-linear fitting program for biological data
International Journal of Bio-Medical Computing, 1986A simple microcomputer program written in Microsoft Basic estimates pharmacokinetic parameters using the coordinate search technique to minimize the sum of squared errors. The program developed for portable computers combines a plot of data and curve fitting so as to find rapidly the initial parameters with the subsequent optimization of the parameter ...
I, Bartosek, D, Verotta
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