ISSN:
1436-4646
Keywords:
Large-scale Systems
;
Linear Constraints
;
Linear Programming
;
Nonlinear Programming
;
Optimization
;
Quasi-Newton Method
;
Reduced-gradient Method
;
Simplex Method
;
Sparse Matrix
;
Variable-metric Method
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract An algorithm for solving large-scale nonlinear programs with linear constraints is presented. The method combines efficient sparse-matrix techniques as in the revised simplex method with stable quasi-Newton methods for handling the nonlinearities. A general-purpose production code (MINOS) is described, along with computational experience on a wide variety of problems.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01588950
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