Accession Number:

ADA030690

Title:

Nonlinear Programming for Large, Sparse Systems

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB

Personal Author(s):

Report Date:

1976-08-01

Pagination or Media Count:

62.0

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 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.

Subject Categories:

  • Theoretical Mathematics
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE