A Guide to SUMT-Version 4: The Computer Program Implementing the Sequential Unconstrained Minimization Technique for Nonlinear Programming,

Abstract : The mathematical programming problem--minimize f(x) subject to g sub j (x) > or = 0, for j = 1,2,...,m, and h sub j (x) = 0 for j = m + 1,...,m + p, where f, g sub j, and h sub j may be nonlinear functions--is solved by solving a sequence of unconstrained minimization problems. The algorithm that is implemented by the code described in this document is discussed in another paper. The mixed interior-exterior penalty function is used and any of several algorithms can be specified for minimizing the penalty function. The program is coded in FORTRAN IV. (Author)