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Non‐linear programming—gradient projection via orthogonalization
Author(s) -
Russell S. S.
Publication year - 1976
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620100420
Subject(s) - orthogonalization , projection (relational algebra) , linear programming , mathematical optimization , computation , gradient method , computer science , scale (ratio) , algorithm , linear system , mathematics , mathematical analysis , physics , quantum mechanics
Large scale non‐linear programming problems with non‐linear constraints are of practical concern in the areas of process control and system design. Although advances in computer technology address these problems, more efficient algorithms are needed. An algorithm currently used is Rosen's Gradient Projection Method. This note presents an alternative technique of performing the steps for finding the projected gradient used in Rosen's method, a technique that gives equivalent results with fewer computations.