Algorithm for Calculating Variations of Linear and Quadratic Functionals Under Nonlinear Constraints.

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作者
Panarin, A.V.
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COMPUTER PROGRAMMING - Algorithms - COMPUTER SIMULATION;
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An economic algorithm is proposed for calculating the first and second derivatives, according to the parameters included in the constraints, of linear and quadratic functionals prescribed for the set of solutions satisfying the nonlinear constraints in the form of equalities. Using the tool of conjugated problems makes it possible to reduce considerably the number of operations necessary in calculating these derivatives which play an important role in solving optimization and experiment planning problems.
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页码:76 / 80
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