Shi Ming-ren. A FORTRAN General Purpose Routine by Multiplier Method for Minimization[J]. Journal of Beijing University of Technology, 1984, 10(3): 51-61.
Citation:
Shi Ming-ren. A FORTRAN General Purpose Routine by Multiplier Method for Minimization[J]. Journal of Beijing University of Technology, 1984, 10(3): 51-61.
Shi Ming-ren. A FORTRAN General Purpose Routine by Multiplier Method for Minimization[J]. Journal of Beijing University of Technology, 1984, 10(3): 51-61.
Citation:
Shi Ming-ren. A FORTRAN General Purpose Routine by Multiplier Method for Minimization[J]. Journal of Beijing University of Technology, 1984, 10(3): 51-61.
A FORTRAN General Purpose Routine by Multiplier Method for Minimization
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.
DownLoad: