Abstract
Abstract An integrated computer programme in Fortran IV for continuous or discrete non linear programming problems is presented. Several recent techniques and algorithms for non-linear programming have been adapted and new ideas have been introduced. They include the minimax and exterior-point approaches to non-linear programming, least pth optimization and the Dakin tree-search algorithm. The user may optionally choose the combination of techniques and algorithms best suited to his problems. Since many practical design problems can be easily formulated as non-linear programming problems, the programme, called DISOPT, enjoys a very wide range of applications such as continuous and discrete tolerance assignments, digital filter design, circuit design, system modelling and approximation problems. Numerical results for a number of functions and circuit tolerance optimization problems are presented in this paper to demonstrate the performance of DISOPT.
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