ISSN:
1572-9265
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We consider the following problem: Choosex 1, ...,x n to wherem 1,m 2,m 3 are integers with 0≤m 1≤m 2≤m 3, thef i are given real numbers, and theg i are given smooth functions. Constraints of the formg i (x 1, ...,x n )=0 can also be handled without problem. Each iteration of our algorithm involves approximately solving a certain non-linear system of first-order ordinary differential equations to get a search direction for a line search and using a Newton-like approach to correct back into the feasible region when necessary. The algorithm and our Fortran implementation of it will be discussed along with some examples. Our experience to date has been that the program is more robust than any of the library routines we have tried, although it generally requires more computer time. We have found this program to be an extremely useful tool in diverse areas, including polymer rheology, computer vision, and computation of convexity-preserving rational splines.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02143925
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