Solution of feasibility problems via non-smooth optimization

Simple item page
buir.advisorOğuz, Osman
dc.contributor.authorOuveysi, Iradj
dc.date.accessioned2016-01-08T20:09:01Z
dc.date.available2016-01-08T20:09:01Z
dc.date.issued1990
dc.descriptionAnkara : The Department of Industrial Engineering and the Institute of Engineering and Sciences of Bilkent Univ., 1990.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1990.en_US
dc.descriptionIncludes bibliographical references leaves 33-34en_US
dc.description.abstractIn this study we present a penalty function approach for linear feasibility problems. Our attempt is to find an eiLĀ· coive algorithm based on an exterior method. Any given feasibility (for a set of linear inequalities) problem, is first transformed into an unconstrained minimization of a penalty function, and then the problem is reduced to minimizing a convex, non-smooth, quadratic function. Due to non-differentiability of the penalty function, the gradient type methods can not be applied directly, so a modified nonlinear programming technique will be used in order to overcome the difficulties of the break points. In this research we present a new algorithm for minimizing this non-smooth penalty function. By dropping the nonnegativity constraints and using conjugate gradient method we compute a maximum set of conjugate directions and then we perform line searches on these directions in order to minimize our penalty function. Whenever the optimality criteria is not satisfied and the improvements in all directions are not enough, we calculate the new set of conjugate directions by conjugate Gram Schmit process, but one of the directions is the element of sub differential at the present point.en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T20:09:01Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5)en
dc.description.statementofresponsibilityOuveysi, Iradjen_US
dc.format.extentx, 34 leavesen_US
dc.identifier.itemidBILKUTUPB001992
dc.identifier.urihttp://hdl.handle.net/11693/17299
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectNon-Smooth Optimizationen_US
dc.subjectNonlinear Programmingen_US
dc.subjectLinear Programmingen_US
dc.subjectFeasibility Problemen_US
dc.subjectPenalty Functionen_US
dc.subject.lccQA264 .O98 1990en_US
dc.subject.lcshNonlinear programming.en_US
dc.subject.lcshLinear programming.en_US
dc.titleSolution of feasibility problems via non-smooth optimizationen_US
dc.typeThesisen_US
thesis.degree.disciplineIndustrial Engineering
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMS (Master of Science)

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
B001992.pdf
Size:
990.49 KB
Format:
Adobe Portable Document Format
Description:
Full printable version
Download

Collections

Graduate School of Engineering and Science