Large-scale linearly constrained optimization View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

1978-12

AUTHORS

B. A. Murtagh, M. A. Saunders

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.

PAGES

41-72

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf01588950

DOI

http://dx.doi.org/10.1007/bf01588950

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1004716515


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