PSR-0001 MAX-XTREME.

MAX-XTREME, 1 Constraint Lagrange Multipliers for 25 Variables

NAME OR DESIGNATION OF PROGRAM, COMPUTER, NATURE OF PHYSICAL PROBLEM SOLVED, METHOD OF SOLUTION, RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM, TYPICAL RUNNING TIME, FEATURES, AUXILIARIES, STATUS, REFERENCES, REQUIREMENTS, LANGUAGE, OPERATING SYSTEM, OTHER RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHOR, MATERIAL, CATEGORIES

[ top ]

1. NAME OR DESIGNATION OF PROGRAM: MAX-XTREME

[ top ]

2. COMPUTERS

To submit a request, click below on the link of the version you wish to order. Only liaison officers are authorised to submit online requests. Rules for requesters are available here.

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

[ top ]

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.

[ top ]

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.

[ top ]

5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM: There are no unusual restrictions or limitations.

[ top ]

6. TYPICAL RUNNING TIME: No study has been made by RSIC as to typical running time.

[ top ]

7. UNUSUAL FEATURES: UNUSUAL FEATURES OF THE PROGRAM

[ top ]

8. RELATED OR AUXILIARY PROGRAMS: RELATED AND AUXILIARY PROGRAMS

[ top ]

9. STATUS

Package ID	Status date	Status
PSR-0001/01	01-NOV-1971	Tested at NEADB

[ top ]

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).

[ top ]

11. HARDWARE REQUIREMENTS: MACHINE REQUIREMENTS

[ top ]

12. PROGRAMMING LANGUAGE(S) USED

Package ID	Computer language
PSR-0001/01	FORTRAN-IV

[ top ]

13. SOFTWARE REQUIREMENTS: OPERATING SYSTEM OR MONITOR UNDER WHICH PROGRAM IS EXECUTED

[ top ]

14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

ANY OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

[ top ]

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

[ top ]

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

[ top ]

17. CATEGORIES

P. General Mathematical and Computing System Routines

Keywords: Lagrange equations, numerical solution.