An algorithm for nonlinear optimization using linear programming and equality constrained subproblems

This paper describes an active-set algorithm for large-scale nonlinear programming based on the successive linear programming method proposed by Fletcher and Sainz de la Maza [10]. The step computation is performed in two stages. In the first stage a linear program is solved to estimate the active s...

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Veröffentlicht in:	Mathematical programming Jg. 100; H. 1; S. 27
Hauptverfasser:	Byrd, Richard H., Gould, Nicholas I.M., Nocedal, Jorge, Waltz, Richard A.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Heidelberg Springer Nature B.V 01.05.2004
Schlagworte:	Algorithms Computer engineering Grants Linear programming Methods Optimization Quadratic programming
ISSN:	0025-5610, 1436-4646
Online-Zugang:	Volltext
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