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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Bibliographic Details

Published in:	Mathematical programming Vol. 100; no. 1; p. 27
Main Authors:	Byrd, Richard H., Gould, Nicholas I.M., Nocedal, Jorge, Waltz, Richard A.
Format:	Journal Article
Language:	English
Published:	Heidelberg Springer Nature B.V 01.05.2004
Subjects:	Algorithms Computer engineering Grants Linear programming Methods Optimization Quadratic programming
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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