A UNIFIED OUTLINE OF NONLINEAR-PROGRAMMING ALGORITHMS

作     者：SCHITTKOWSKI, K 

作者机构：K. Schittkowski Institut fu?r Informatik Universita?t Stuttgart 7000 Stuttgart 1 West Germany 

出 版 物：《JOURNAL OF MECHANISMS TRANSMISSIONS AND AUTOMATION IN DESIGN-TRANSACTIONS OF THE ASME》 (美国机械工程师学会汇刊: 机械设计杂志)

年 卷 期：1985年第107卷第4期

页      面：449-453页

核心收录：

学科分类：08[工学] 0802[工学-机械工程] 

主　　题：Algorithms Nonlinear programming Quadratic programming Gradient methods Structural frames 

摘      要：The four most successful approaches for solving the constrained nonlinear programming problem are the penalty, multiplier, sequential quadratic programming, and generalized reduced gradient methods. A general algorithmic frame will be presented, which realizes any of these methods only by specifying a search direction for the variables, a multiplier estimate, and some penalty parameters in each iteration. This approach allows one to illustrate common mathematical features and, on the other hand, serves to explain the different numerical performance results we observe in practice.