Research Reports from the Department of Operations
Document Type
Report
Publication Date
3-1-1975
Abstract
Generalized Reduced Gradient (GRG) Methods are algorithms for solving nonlinear programs of general structure. An earlier paper [1] discussed the basic principles of GRG and presented the preliminary design of a GRG computer code. This paper describes a modified version of that initial design, including the experiences that led to the modifications. This paper also is intended to serve as partial system documentation. The code is compared computationally with an interior penalty function code, and anticipated future work on the algorithm is outlined.
Keywords
Operations research, Nonlinear programming, Algorithms, Conjugate gradient methods, Computer software--Development, Mathematical optimization, Numerical analysis
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 353
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Lasdon, Leon S.; Waren, Allan D.; Jain, Arvind; and Ratner, Margery W., "Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Optimization" (1975). Research Reports from the Department of Operations. 138.
https://commons.case.edu/wsom-ops-reports/138