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- Title
- Solving linearly constrained nonlinear programming problems by Newton's method
- Author(s)
- Ghotb, Fatemeh
- Abstract
- In this paper matrix techniques are developed to implement a modified Newton method to a linearly constrained nonlinear optimisation problem with a twice differentiable and factorable objective function. The problem first is reduced to an unconstrained problem, then the generalised inverse of the positive part of the Hessian matrix is used to generate the direction of search.
- Publication type
- Working paper
- Research centre
- Swinburne Institute of Technology. Faculty of Business
- Publication year
- 1986
- Keyword(s)
- Nonlinear programming
- Publisher
- Faculty of Business, Swinburne Institute of Technology
- Format
- text/xml
- Copyright
- © 1986 Fatemeh Ghobt.
- Copyright
- Permission for use generously provided to Swinburne University of Technology by the copyright owner.
- Full text
