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General purpose nonlinear programming package

  • D. F. Rufer
Computer And Communication Networks, Software Problems
  • 175 Downloads
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 7)

Abstract

This paper tries to make three steps towards more efficient applicability of mathematical programming algorithms : First, a program package is presented which easily allows comparisons of different algorithms applied to a specific minimization problem. All the algorithms use similar, problem-dependent termination criteria. Secondly, an efficient standard algorithm for unconstrained optimization without using derivatives is described. It is a quasi-Newton method in which the termination criterion of the unidimensional searches becomes refined according to the convergence of the multidimensional optimization. The required gradients are evaluated by numerical differences using step-lengths which iteratively are optimized to get maximum accuracy. Thirdly, the user of the nonlinear programming package has the option to leave the selection of the optimization method up to the program. Numerical examples are presented.

Keywords

Termination Criterion Unconstrained Optimization Standard Algorithm Analytical Derivative Golden Section 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1978

Authors and Affiliations

  • D. F. Rufer
    • 1
  1. 1.Department of Automatic ControlSwiss Federal Institute of TechnologyZurichSwitzerland

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