NASA NTRS · 19830002606
Nonlinear optimization with linear constraints using a projection method
Abstract
Nonlinear optimization problems that are encountered in science and industry are examined. A method of projecting the gradient vector onto a set of linear contraints is developed, and a program that uses this method is presented. The algorithm that generates this projection matrix is based on the Gram-Schmidt method and overcomes some of the objections to the Rosen projection method.
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Fox, T.. 1982-09-01. Nonlinear optimization with linear constraints using a projection method. https://ntrs.nasa.gov/citations/19830002606
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