A SIMPLE SLP ALGORITHM FOR SOLVING A CLASS OF NONLINEAR PROGRAMS

Successive linear programming (SLP) algorithms solve nonlinear optimiz ation problems via a sequence of linear programs. We present an approa ch for a special class of nonlinear programming problems, which arise in multiperiod coal blending. The class of nonlinear programming probl ems and the solution approach considered in this paper are quite diffe rent from previous work. The algorithm is very simple, easy to apply a nd can be applied to as large a problem as the linear programming code can handle. The quality of solution, produced by the proposed algorit hm, is discussed and the results of some test problems, in the real wo rld environment, are provided. (C) 1997 Elsevier Science B.V.