Download This PaperNonlinear Programming: Theories and Algorithms of Some Unconstrained Optimization Methods (Steepest Descent and Newton’s Method)
International Journal of Engineering and Management Research, e-ISSN: 2250-0758 | p-ISSN: 2394-6962, Volume-10, Issue-2, April 2020
12 Pages Posted: 21 May 2020
Date Written: 2020
Abstract
Nonlinear programming problem (NPP) had become an important branch of operations research, and it was the mathematical programming with the objective function or constraints being nonlinear functions. There were a variety of traditional methods to solve nonlinear programming problems such as bisection method, gradient projection method, the penalty function method, feasible direction method, the multiplier method. But these methods had their specific scope and limitations, the objective function and constraint conditions generally had continuous and differentiable request. The traditional optimization methods were difficult to adopt as the optimized object being more complicated. However, in this paper, mathematical programming techniques that are commonly used to extremize nonlinear functions of single and multiple (n) design variables subject to no constraints are been used to overcome the above challenge. Although most structural optimization problems involve constraints that bound the design space, study of the methods of unconstrained optimization is important for several reasons. Steepest Descent and Newton’s methods are employed in this paper to solve an optimization problem.
Keywords: Nonlinear Programming Problem, Unconstrained Optimization, Mathematical Programming, Newton's Method, Steepest Descent
Suggested Citation: Suggested Citation