Technical Note—A Method for Solving Mathematical Programs with Nonlinear Programs in the Constraints
Author(s) -
Jerome Bracken,
James T. McGill
Publication year - 1974
Publication title -
operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.797
H-Index - 140
eISSN - 1526-5463
pISSN - 0030-364X
DOI - 10.1287/opre.22.5.1097
Subject(s) - computer science , nonlinear system , computer program , mathematical optimization , nonlinear programming , mathematical model , algorithm , mathematics , programming language , statistics , physics , quantum mechanics
This note describes a computational procedure for solving mathematical programs with nonlinear programs in the constraints; it uses the SUMT computer program for the overall mathematical program, and a new program called INSUMT for the nonlinear programs in the constraints. IN AN EARLIER paper,R1] we formulated a class of mathematical programs with optimization problems in the constraints, presented theory dealing with properties of the relevant functions that result in convex programming problems and discussed interpretations. It gives an example with linear programs in the constraints.
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