Large-scale linearly constrained optimization
نویسندگان
چکیده
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.
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عنوان ژورنال:
- Math. Program.
دوره 14 شماره
صفحات -
تاریخ انتشار 1978