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Numerical experiments on the methods of dual matrices for function minimization
Four algorithms of dual matrices for function minimization introduced in Ref. 1 are tested through several numerical examples. Three quadratic functions and five nonquadratic functions are investigated. For quadratic ...
An updating rule for the penalty constant used in the penalty function method for mathematical programming problems
This thesis considers the problem of minimizing a function f(x) subject to a constraint cp(x) = 0, where f is a scalar quantity, x an n-vector, and cp a q-vector, with q being less than n. The penalty function method is ...