Abstract
In this paper, we take advantage of the availability of higher-order derivatives through the table method (see Ref. 1) and suggest a simple variant of the Lagrangian method for constrained optimization. Our method, and the software that we currently have can be used to minimize functions with many variables subject to an arbitrary number of constraints.
| Original language | English |
|---|---|
| Pages (from-to) | 157-165 |
| Number of pages | 9 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 43 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jun 1984 |
| Externally published | Yes |
Keywords
- Constrained optimization
- Lagrangian function
- table method