Aspectos computacionais de um algoritmo primal de direções viáveis para sistemas decomponíveis

Abstract

A primal feasible directions algorithm is studied to optimize non-linear decomposable systems. In the course of these studies some known results are formalized and proved, and economical interpretations are developed. A criterion is derived to detect the different hability of the pertubation functions involved in the algorithm, and this property is used with some computational advantages. The concept of Ɛ-activity of constraints is discussed, and related to the convergente of the algorithm. Finally, a FORTRAN IV subroutine is presented capable of finding a feasible direction in each iteration of the algorithm.