last modified: 01-NOV-1971 | catalog | categories | new | search |

PSR-0001 MAX-XTREME.

MAX-XTREME, 1 Constraint Lagrange Multipliers for 25 Variables

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1. NAME OR DESIGNATION OF PROGRAM:  MAX-XTREME
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2. COMPUTERS
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Program name Package id Status Status date
MAX-XTREME PSR-0001/01 Tested 01-NOV-1971

Machines used:

Package ID Orig. computer Test computer
PSR-0001/01 IBM 360 series IBM 360 series
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3. NATURE OF PHYSICAL PROBLEM SOLVED

MAX was written to solve the one-constraint Lagrange multiplier problem; XTREME is MAX expanded to solve the problem with several constraints. The method of Lagrange multipliers seeks to find a stationary value  for some function W, subject to constraints which take the form of equality conditions.
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4. METHOD OF SOLUTION

Numerical methods are used to solve the Lagrange multiplier problem. XTREME deals with up to 25 independent variables. It finds an extreme value for an object function subject  to a number of equality constraints, at most one less than the number of independent variables. All second derivatives of the object function must exist everywhere in the domain of computation.
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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM:  There are no unusual restrictions or limitations.
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6. TYPICAL RUNNING TIME:  No study has been made by RSIC as to typical running time.
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7. UNUSUAL FEATURES: UNUSUAL FEATURES OF THE PROGRAM
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8. RELATED OR AUXILIARY PROGRAMS: RELATED AND AUXILIARY PROGRAMS
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9. STATUS
Package ID Status date Status
PSR-0001/01 01-NOV-1971 Tested at NEADB
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10. REFERENCES

- F.H.S. Clark and F.B.K. Kam:
  "A Generalized One-Constraint Lagrange Multiplier Numerical
  Formulation,"
  ORNL-3742 (March 1965).
- Francis B.K. Kam and Francis H.S. Clark:
  "Numerical Solution of the Lagrange Multiplier Problem With
  Several Constraints,"
  ORNL-3846 (December 1965).
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11. HARDWARE REQUIREMENTS: MACHINE REQUIREMENTS
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12. PROGRAMMING LANGUAGE(S) USED
Package ID Computer language
PSR-0001/01 FORTRAN-IV
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13. SOFTWARE REQUIREMENTS: OPERATING SYSTEM OR MONITOR UNDER WHICH PROGRAM IS EXECUTED
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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

ANY OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS
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15. NAME AND ESTABLISHMENT OF AUTHOR

Contributed by: Radiation Safety Information Computational Center
                Oak Ridge National Laboratory
                Oak Ridge, Tennessee, U. S. A.
Developed by:   Oak Ridge National Laboratory, Oak Ridge, Tennessee, USA
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16. MATERIAL AVAILABLE
PSR-0001/01
File name File description Records
PSR0001_01.001 MAX SOURCE+DD CARDS+INPUT DATA 338
PSR0001_01.002 MAX PRINTED OUTPUT 36
PSR0001_01.003 XTREME SOURCE+DD CARDS+INPUT DATA 368
PSR0001_01.004 XTREME PRINTED OUTPUT 71
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17. CATEGORIES
  • P. General Mathematical and Computing System Routines

Keywords: Lagrange equations, numerical solution.