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Non-Linear Programming--A Survey

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  • W. S. Dorn

    (Thomas J. Watson Research Center, IBM Corporation)

Abstract

Some of the more recent theoretical and computational developments in non-linear programming are surveyed. The notions of Lagrange multipliers and duality are discussed together with applications of these ideas to scientific and business problems. Moreover, several algorithms for solving quadratic programming problems are reviewed. Explicit rules are given for two of these algorithms, and a simple example is solved by both methods. A large step gradient method for the solution of convex programs is given and one of Gomory's algorithms for integer programming is described. Simple examples are solved using both of these techniques. Linear fractional programming is also discussed briefly.

Suggested Citation

  • W. S. Dorn, 1963. "Non-Linear Programming--A Survey," Management Science, INFORMS, vol. 9(2), pages 171-208, January.
  • Handle: RePEc:inm:ormnsc:v:9:y:1963:i:2:p:171-208
    DOI: 10.1287/mnsc.9.2.171
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    Cited by:

    1. Boyce, David, 2013. "Beckmann's transportation network equilibrium model: Its history and relationship to the Kuhn–Tucker conditions," Economics of Transportation, Elsevier, vol. 2(1), pages 47-52.

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