1. Algorithm 454 The Complex Method for Constrained Optimization [E4.
- Author
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Richardson, Joel A. and Kuester, J.L.
- Subjects
- *
CONSTRAINED optimization , *NONLINEAR functional analysis , *SUBROUTINES (Computer programs) , *COMPUTER programming , *CDC 6400 (Computer) , *MATHEMATICAL optimization , *MATHEMATICAL variables , *SEQUENTIAL analysis , *MATHEMATICAL analysis - Abstract
The article offers information on a mathematical procedure for constrained optimization. The program aims to identify the maximum of a multivariable, nonlinear function subject to constraints based on the sequential search method of M.J. Box. It has three subroutines such as JCONSX, JCEK1, and JCENT and user supplied subroutines which include JFUNC and JCNTS1. The subroutine argument lists provide the presentation of the communication between the main program and subroutines. A test is conducted to examine the program through various functions computed on a CDC 6400 computer. The search technique process is discussed.
- Published
- 1973
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