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Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
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Source ACM Transactions on Mathematical Software (TOMS) archive
Volume 4 ,  Issue 1  (March 1978) table of contents
Pages: 34 - 50  
Year of Publication: 1978
ISSN:0098-3500
Authors
L. S. Lasdon  Department of General Business, School of Business Administration, University of Texas, Austin, TX
A. D. Waren  Department of Computer and Information Science, Cleveland State University, Cleveland, OH
A. Jain  Energy Systems Group, Stanford Research Institute, Menlo Park, CA
M. Ratner  Department of Systems and Computer Science, Case Western Reserve University, Cleveland, OH
Publisher
ACM  New York, NY, USA
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Downloads (6 Weeks): 28,   Downloads (12 Months): 276,   Citation Count: 15
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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
ABADIE, J., AND CARPENTIER, j. Generahzation of the Wolfe reduced gradient method to the case of nonlinear constraints In Optim,zatw~, R Fletcher, Ed., Academic Press, New York, 1969, pp 37-47
 
2
ABADIE, J. Application of the GRG algorithm to optimal control problems. In Nonlinear a~d Integer Programm~g, J Abadm, Ed, North-Holland Pub Co., Amsterdam, 1972, pp. 191-211.
 
3
BANDLER, J.W. internal reports m simulatmn, optimization and control. Faculty of Eng., VIcMaster U., Hamilton, Ont., Canada, Sept. 1976.
 
4
COHEN, C. Generalized reduced gradmnt technique for non-linear programming user wr~teup. Vogelback Comptng Ctr., Northeastern U., Boston, Mass., Feb. 1974.
 
5
COLVILLE, A R. A comparative study of nonlinear programming codes. Rep. 320-2949, IBM New York Sclentffic Center, 1968.
 
6
D.~.VIDON, W.C. Optimally conditioned optimization algorithms without line searches Math Programming 9, 1 (Aug. 1975), 1-30.
 
7
FLETCHER, R A new approach to variable metric algorithms Comptr. J. 13 (1970), 317-322.
 
8
FLETCHER, R. An ideal penalty function for constrained optimization. J. Inst. Math. Applicatw~s 15 (1975), 319-342.
 
9
GABAY, D., AND LUENBERGER, D. Efficiently convergmg minimization methods based on the reduced gradient. Internal Rep., Dept. of Eng.-Econ. Syst., Stanford U., Stanford, Calif , 1973.
 
10
GAGNON, C.G., ET .tL. A nonlinear programming approach to a very LARGE hydroelectric systems optimization. Math Programmzng 6 (1974), 28-41.
 
11
GLOVER, F., KARNEY, D., AND KLINGMAN, D. A comparison of computation times for various starting procedures, Basis change criteria, and solution algorithms for transportation problems. Management Sci. 20, 5 (1974), 793-814.
 
12
GOEFFRION, A., AND GRAVES, G Multicommodity distribution system design by Benders decomposition. Management 8c~. 20, 5 (1974), 822-844.
 
13
GOLDFARB, D. Extension of I)avidon's variable metric method to maximization under linear inequality and equality constraints. SIAM g. Appl. Math 17, 4 (July 1969), 739-764.
 
14
Harwell Subroutine Library Descriptions. Comptr. Sci. and Syst. })iv, Atomic Energy Res. Establishment, Harwell, Oxfordshire, England.
 
15
HELTNE, D.R., AND LITTSCHWAGER, J.M. Users guide for GRG 73 and technical appendices to GRG 73. College of Eng., U. of Iowa, Iowa City, Iowa, Sept. 1973.
 
16
HIMMELBL.~U, D M. Applied Nonlinear Programming. McGraw-Hill, New York, 1972.
 
17
LASDON, L S, Fox, R., .~ND RATNER, M. Nonlinear optimization using the generahzed reduced gradient method. Tech. Memo. 325, Dept of Oper. Res., Case Western Reserve U., Cleveland, Ohio, Oct 1973.
 
18
LASI)ON, L.S., WAREN, A.D., J.~IN, A., AND R.~.TNER, M. Design and testing of a GRG code for nonlinear optimization. Tech. Memo 20.353, Oper. Res. Dept, Case Western Reserve U., Cleveland, Ohio, March 1975.
 
19
L.~SDON, L S., Fox, R., RX~NER, M.W. An efficient one-dimensional search procedure for barrier functions. Math. Procramraing 4 (1973), 275-296.
 
20
MCCORMXCK, G.P. A mini-manual for use of the SUMT computer program and the factorable programming language. Tech. Rep. SOL-74-15, Dept of Oper Res., Syst. Optimization Lab., Stanford, Calif., 1974.
 
21
NEWELL, J S., AND HIMMELBLXU, D.M. A new method for nonlinearly constrained optimization. AICHE J. 21, 3 (May 1975), 479-486.
 
22
POWELL, M.J.D. A new algorithm for unconstrained optimization. In Nonlinear Programming, O L. Mangasarian and K Ritter, Eds., Academic Press, New York, 1970.
 
23
ROSEN, J.B., .~ND WAGNER, S. The GPM nonlinear programming subroutine package. Description and user instructions. Tech Rep. 75-9, Dept. of Comptr. and Inform. Sci., U. of Minnesota, Minneapolis, Minn , May 1975
 
24
SASSOON, A., .~ND MERRILL, H Some applications of optimization techniques to power systems problems. Proc. IEEE 62, 7 (July 1974), 959-975.
 
25
SHANNO, D F., AND PHU.~, K H. Inexact step lengths and quasi Newton methods. Working Paper, U of Toronto, Toronto, Ont., 1974.
 
26
SH.~NNO, D F., BERG, A., AND CHESTON, G. Restarts and rotatmns of quasi-Newton methods. In Informatwn Processing 74, North-Holland Pub. Co , Amsterdam, 1974, pp. 557-561.

CITED BY  15

Collaborative Colleagues:
L. S. Lasdon: colleagues
A. D. Waren: colleagues
A. Jain: colleagues
M. Ratner: colleagues