Article ID: | iaor19912082 |
Country: | Netherlands |
Volume: | 52 |
Issue: | 1 |
Start Page Number: | 167 |
End Page Number: | 178 |
Publication Date: | May 1991 |
Journal: | Mathematical Programming |
Authors: | McCormick Garth P., Sofer Ariela |
Most nonlinear programming problems consist of functions which are sums of unary functions of linear functions. Advantage can be taken of this form to calculate second and higher order derivatives easily and at little cost. Using these, high order optimization techniques such as Halley’s method can be utilized to accelerate the rate of convergence to the solution. These higher order derivatives can also be used to compute second order-sensitivity information. These techniques are applied to the solution of the classical chemical equilibrium problem.