## LARGE-SCALE LINEARLY CONSTRAINED OPTIMIZATION (1978)

by
B. A. Murtagh
,
M. A. Saunders

Citations: | 74 - 11 self |

### BibTeX

@MISC{Murtagh78large-scalelinearly,

author = {B. A. Murtagh and M. A. Saunders},

title = { LARGE-SCALE LINEARLY CONSTRAINED OPTIMIZATION},

year = {1978}

}

### OpenURL

### 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.