Optimization with unary functions

Optimization with unary functions

0.00 Avg rating0 Votes
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: ,
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.