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Авторизация |
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Поиск по указателям |
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Bhatti M. — Practical Optimization Methods |
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Предметный указатель |
Penalty parameter 628
Penalty parameter, effect on convergence 607
Peressini, A.L. 131 707
Performance of different unconstrained methods 281
Phase I fir II simplex method 350
Physical interpretation of Lagrange multipliers 176
Pierre, DA. 131 707
Pike, R.W. 31 707
PlotSearchPath function 254
Polak — Ribiere formula 262
Polak, E. 302 707
Portfolio management example, ActiveSetQP solution 546
Portfolio management example, Graphical solution 67
Portfolio management example, PrimalDualQP solution 532
Portfolio management example, problem formulation 9
Positive definite matrix 498 646
Positive semidefinite matrix 564
Possible cases using Klconditions 153
Post-optimality analysis 376
Primal affine scaling method for LP 445
Primal affine scaling method for QP 502
Primal dual QP method 520
Primal feasibility 467
Primal LP problem 438
Primal-dual interior point for LP 464
Primal-dual LP algorithm 468
Primal-dual QP algorithm 523
PrimalAffineLP function 455
PrimalAffineLP function, options 455
PrimalAffineQP function 510
PrimalAffineQP function, options 510
PrimalDualLP function 470
PrimalDualLP function, options 470
PrimalDualQP function 524
PrimalDualQP function, options 525
Principal minors 85
PrincipalMinors function 110
Procedure for graphical solution 48
Projection matrix 448
Pshenichnyj, B.N. 629 707
Purchase versus rent example 24
Purification procedure 453
Puthenpura, S. 481 706
Quadratic form 106
Quadratic form, differentiation of 107
Quadratic form, matrix form of 107
Quadratic form, sign of 108
Quadratic interpolation 246
Quadratic Programming (QP) 15 495
QuadraticForm function 110
QuadraticSearch function 249
Quasi-Newton methods 288
QuasiNewtonMethod function 289
QuasiNewtonMethod function, options 289
Range space 481
Range space projection matrix 484
Rank function 87
Rank of a matrix 86
Rao, S.S. 31 707
Rardin, R.L. 31 420 707
Rectangular matrix 76
Reeves, C.R. 303 707
Refined sequential quadratic programming 645
Regularity condition 149
Revised simplex algorithm 390
Revised simplex method 387
RevisedSimplex function 393
RevisedSimplex function, options 393
Row exchanges 322
RSQP function 647
RSQP function, options 647
Salvage value 24 29
Santosa, F.N. 645 647 705
Scales, L.E. 581 707
Scaling objective function 137
Scaling optimization variables 585
Scaling transformation for LP 446
Scaling transformation for QP 564 567
Schechter, R.S. 131 705
Schnabel, R.B. 302 706
Search methods 302
Section search 240
SectionSearch function 241
Sensitivity analysis in NLP 175
Sensitivity analysis, using revised simplex 402
SensitivityAnalysis option of the BasicSimplex function 385
SensitivityAnalysis option of the RevisedSimplex function 406
Sequential linear programming 614
Sequential quadratic programming 620
SERIES function 90
| sfdf function 23
Shapiro, J.F. 581 707
Shaw, W.T. 704
Sherali, H.D. 199 420 705
Shetty, C.M. 199 420 705
Shittkowski, K. 302 707
Shor, N.Z. 131 707
Shortest route problem 359
Sign of a quadratic form, eigenvalue test 109
Sign of a quadratic form, principal minors test 109
Simplex method 17 340
Simplex method, matrix form of 387
Simplex method, unusual situations 365
Simplex tableau 344
Single payment compound amount factor (spcaf) 19
Single payment present worth factor (sppwf) 19
Sinking fund deposit factor (sfdf) 21
Slack variables 591
Slack variables, elimination of 592
SLP algorithm 614
SLP function 615
SLP function, options 615
Sofer, A. 199 420 707
Solution of nonlinear equations 100
Solving equations 608
spcaf function 23
sppwf function 23
SQP algorithm 631
SQP function 632
SQP function, options 632
SQP method 581
SQP, refinements to 645
Square matrix 76
Standard form of an optimization problem 13
Standard LP problem 316
Stark, R.M. 31 708
Starkey, C.V. 31 708
Starting feasible solution 340 537
Stationary point 133
Status of constraints 377
Steepest descent method 254
SteepestDescent function 254
SteepestDescent function, options 254
Step length 506 521 537
Step length calculations 231
Steven, G.P. 303 708
Stock cutting example 397
Sufficient conditions for NLP 187
Sufficient conditions for unconstrained problems 133
Suh, N.P. 31 708
Sullivan, F.E. 131 707
Sullivan, W.G. 18 706
Surfaces 96
Switching conditions 151 552
Symmetric matrix 76
Tangent plane 97
TaylorSeriesApprox function 89
Thapa, M.N. 420 705
Tigg, J 704
Time value of money 18
Tire manufacturing plant, PrimalDualLP solution 477
Tire manufacturing plant, problem formulation 5
Tire manufacturing plant, RevisedSimplex solution 415
Transpose of a matrix 76
Tretkoff, C 131 707
Uhl, J.J., Jr. 131 707
Unbounded solution 366
Unconstrained minimization techniques 15 253
UnconstrainedOptimality function 137
UnconstrainedOptimality function, options 137
Uniform series compound amount factor (uscaf) 20
Uniform series present worth factor (uspwf) 21
Unrestricted variables 318
Updating Lagrange multipliers 595 647
uscaf function 23
uspwf function 23
Vector 76
Vector norm 79
Vertex optimum for LP 453
Wagner, D.B. 704
Water treatment facilities 26
Watts, D.G. 13 705
Web page for LP software 420
Weighted sum of functions 14
Wickham-Jones, T. 704
Wicks, E.M. 18 706
Wilde, D.J. 31 707
Wolfram, S. 704
Wright, M.H. 581 585 706
Xie, Y.M. 303 708
Zigzagging in steepest descent method 259
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