[PDF][PDF] Design and testing of a generalized reduced gradient code for nonlinear programming
LS Lasdon, AD Waren, A Jain, M Ratner - ACM Transactions on …, 1978 - dl.acm.org
LS Lasdon, AD Waren, A Jain, M Ratner
ACM Transactions on Mathematical Software (TOMS), 1978•dl.acm.orgAn algorithm for solving nonlinear optimization problems is described along with its
implementation as a Fortran program. Computational results are provided which compare its
performance with that of other algorithms. The generalized reduced gradient (GRG)
algorithm used is a nonlinear extension of the simplex method for linear programming. It is
shown that the implementation is both robust and efficient.
implementation as a Fortran program. Computational results are provided which compare its
performance with that of other algorithms. The generalized reduced gradient (GRG)
algorithm used is a nonlinear extension of the simplex method for linear programming. It is
shown that the implementation is both robust and efficient.
An algorithm for solving nonlinear optimization problems is described along with its implementation as a Fortran program. Computational results are provided which compare its performance with that of other algorithms. The generalized reduced gradient (GRG) algorithm used is a nonlinear extension of the simplex method for linear programming. It is shown that the implementation is both robust and efficient.