ISSN:
1129-6569
Keywords:
Cubic Programming
;
Convex Simplex Method
;
Directions
;
Convergence
;
Computation Time
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Description / Table of Contents:
Riassunto Si presenta un adattamento del metodo «Convex Simplex» per risolvere problemi la cui funzione obiettivo è cubica. L'algoritmo analizza le derivate parziali della funzione obiettivo e indica la direzione e la variazione ottimali per procedere poi in analogia all'algoritmo di Beale. Vengono infine analizzate l'efficenza e la convergenza del metodo e considerati vari esempi pratici di applicazione della programmazione cubica.
Notes:
Abstract This paper presents a specialization of the Convex Simplex method to cubic objective functions. The algorithm selects a direction of improvement by looking at the partial derivative. An optimal step is chosen by maximizing the objective function in that direction. This involves considering quadratic derivatives and selecting the appropriate step size. The pivoting is done by either a simple Simplex pivoting or by addition of a constraint as in Beale's algorithm. The convergence and the computational efficiency of the algorithm are presented in the last section of the paper, with several examples of application of cubic programming.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02089026
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