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Solving linearly constrained nonlinear programming problems by Newton's method

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posted on 2024-07-11, 17:12 authored by Fatemeh Ghotb
In this paper matrix techniques are developed to implement a modified Newton method to a linearly constrained nonlinear optimisation problem with a twice differentiable and factorable objective function. The problem first is reduced to an unconstrained problem, then the generalised inverse of the positive part of the Hessian matrix is used to generate the direction of search.

History

Parent title

Faculty of Business staff papers

Publisher

Swinburne Institute of Technology

Copyright statement

Copyright © 1986 Fatemeh Ghobt.

Language

eng

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