Surrogate Constraints Algorithm for Reliability Optimization Problems with Two Constraints
- 1 June 1981
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Reliability
- Vol. R-30 (2) , 175-180
- https://doi.org/10.1109/tr.1981.5221024
Abstract
This paper presents an algorithm (called the N&M algorithm) for solving pure-integer separable nonlinear programming problems with two constraints. The N&M algorithm uses surrogate constraints and solves a given problem by effectively generating values of surrogate multiplier (i.e., surrogate problems) and solving the surrogate problems. Examples show that the N&M algorithm is superior to dynamic programming using the Lagrange multiplier in terms of number of iterations and narrowness of gap.Keywords
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