JSTOR Daily

A Programming Problem with a Linear Objective Function Having the Quadratic Constraints of the Form 1/2 x'x + p'x ⩽ r

This is a preview. Log in through your library . Abstract The basic properties are stated of a linear programming problem with a linear objective function having quadratic constraints whose associated ...
Simon Fraser University

PROC NLP

The NLP procedure (NonLinear Programming) offers a set of optimization techniques for minimizing or maximizing a continuous nonlinear function f(x) of n decision variables, x = (x 1, ... ,x n) T with ...
Simon Fraser University

NLPNRA Call

See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...
JSTOR Daily

Maximizing a Function in a Convex Region

The problem is considered of maximizing a function in a convex region. To solve this problem a new method is developed, to be called "method of feasible directions". It is a method of steep ascent.