Spherical programming : a convex programming algorithm /
| Main Authors: | , , |
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| Corporate Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
[College Station, Tex.] :
Institute of Statistics, Texas A & M University,
1968.
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| Series: | Technical report (Texas A & M University. Themis Optimization Research Program) ;
no. 5. |
| Subjects: |
| Abstract: | A new algorithm is developed for solving the problem of maximizing a function, f(x), of n variables subject to m linear inequality constraints. The procedure consists of solving a sequence of subproblems which require the maximization of f(x) over a hypersphere. A simple algorithm is developed for solving the subproblems. The sequence of subproblem optima is shown to converge to the constrained optimum of f(x) if f(x) is concave. A discussion is given of our limited computational experience with the algorithm. |
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| Item Description: | "October 8, 1968." "This report has been adapted from a thesis prepared by S. W. McGuire for his Ph.D. in Statistics." "Research conducted through the Texas A & M Research Foundation." |
| Physical Description: | 22 leaves, 6 unnumbered leaves ; 28 cm |
| Bibliography: | Includes bibliographical references (leaf 22). |