LARGE-SCALE LINEARLY CONSTRAINED OPTIMIZATION (1978)
by
B. A. Murtagh
,
M. A. Saunders
| Citations: | 61 - 7 self |
BibTeX
@MISC{Murtagh78large-scalelinearly,
author = {B. A. Murtagh and M. A. Saunders},
title = { LARGE-SCALE LINEARLY CONSTRAINED OPTIMIZATION},
year = {1978}
}
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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.
