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contributor authorJ. Z. Cha
contributor authorR. W. Mayne
date accessioned2017-05-08T23:36:07Z
date available2017-05-08T23:36:07Z
date copyrightSeptember, 1991
date issued1991
identifier issn1050-0472
identifier otherJMDEDB-27589#312_1.pdf
identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/108916
description abstractThe Symmetric Rank One (SR1) update formula is studied for its use in numerically accumulating second order derivative information for optimization. The unique advantage of the SR1 formula is that it does not require specific search directions for development of the Hessian matrix. This is an attractive feature for optimization applications where arbitrary search directions may be necessary. This paper explores the use of the SR1 formula within a procedure based on recursive quadratic programming (RQP) for solving a class of mixed discrete constrained nonlinear programming (MDCNP) problems. Theoretical considerations are presented along with numerical examples which illustrate the procedure and the utility of SR1.
publisherThe American Society of Mechanical Engineers (ASME)
titleThe Symmetric Rank One Formula and its Application in Discrete Nonlinear Optimization
typeJournal Paper
journal volume113
journal issue3
journal titleJournal of Mechanical Design
identifier doi10.1115/1.2912784
journal fristpage312
journal lastpage317
identifier eissn1528-9001
keywordsOptimization
keywordsFormulas
keywordsNonlinear programming AND Quadratic programming
treeJournal of Mechanical Design:;1991:;volume( 113 ):;issue: 003
contenttypeFulltext


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