Nonlinear Optimization Using the Generalized Reduced Gradient Method

Authors

Leon S. Lasdon
Richard L. Fox
Margery W. Ratner

Document Type

Report

Publication Date

10-1-1973

Abstract

Generalized Reduced Gradient methods are algorithms for solving nonlinear programs of general structure. This paper discusses the basic principles of GRG, and constructs a specific GRG algorithm. The logic of a computer program implementing this algorithm is presented by means of flow charts and discussion. A numerical example is given to illustrate the functioning of this program.

Keywords

Operations research, Nonlinear programming, Iterative methods (Mathematics), Algorithms, Programming (Mathematics), Mathematical optimization

Publication Title

Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University

Issue

Technical memorandum no. 325

Rights

This work is in the public domain and may be freely downloaded for personal or academic use

Recommended Citation

Lasdon, Leon S.; Fox, Richard L.; and Ratner, Margery W., "Nonlinear Optimization Using the Generalized Reduced Gradient Method" (1973). Research Reports from the Department of Operations. 338.
https://commons.case.edu/wsom-ops-reports/338