Solution of Practical Optimization Problems

A method is described for the solution of both linear and nonlinear optimization problems with inequality constraints. Use of the suggested method permits the point of conditional absolute minimum to be found directly when the objective function has a single minimum and when the constraints generate a feasible design region. The method is based on simple repetitive calculations and is, therefore, especially suitable for use with a digital computer. Beacuse of the procedure of the calculation process, the method is called the "direct search along active constraints."