一个使用乘子法的最优化FORTRAN通用程序OPTIMA
A FORTRAN General Purpose Routine by Multiplier Method for Minimization
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摘要: 本文简略介绍了使用乘子法解有约束极小问题的一个算法。叙述了通用程序OPTIMA的各子程序的功能与所使用的各计算公式,最后给出了对几个标准试验问题的试算结果。Abstract: In this paper, an algorithm of multiplier method for the constrained minimization problems is introduced. The function of each subroutine in the ‘OPTIMA’ and the various formulas used are described. The numerical results of several standard problems are given at the end of this paper.
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