Nonlinear Programming for Large, Sparse Systems
STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB
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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 variable-metric methods for handling the nonlinearities. A general-purpose production code MINOS is described, along with computational experience on a wide variety of problems.
- Theoretical Mathematics
- Operations Research