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A transformation method for constrained-function minimizationA direct method for constrained-function minimization is discussed. The method involves the construction of an appropriate function mapping all of one finite dimensional space onto the region defined by the constraints. Functions which produce such a transformation are constructed for a variety of constraint regions including, for example, those arising from linear and quadratic inequalities and equalities. In addition, the computational performance of this method is studied in the situation where the Davidon-Fletcher-Powell algorithm is used to solve the resulting unconstrained problem. Good performance is demonstrated for 19 test problems by achieving rapid convergence to a solution from several widely separated starting points.
Document ID
19760004646
Acquisition Source
Legacy CDMS
Document Type
Other - NASA Technical Note (TN)
Authors
Park, S. K. (NASA Langley Research Center Hampton, VA, United States)
Date Acquired
September 3, 2013
Publication Date
November 1, 1975
Subject Category
Mathematical And Computer Sciences (General)
Report/Patent Number
L-10178
NASA-TN-D-7983
Accession Number
76N11734
Funding Number(s)
PROJECT: RTOP 506-25-99-02
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.

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