Nonlinear Programming for Large, Sparse Systems

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 variable-metric methods for handling the nonlinearities. A general-purpose production code (MINOS) is described, along with computational experience on a wide variety of problems.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1976
Accession Number
ADA030690

Entities

People

  • B. A. Murtagh
  • Mark A. Saunders

Organizations

  • Stanford University

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Computer Programs
  • Computers
  • Equations
  • Linear Programming
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Precision
  • Simplex Method
  • Sparse Matrix
  • Standards

Fields of Study

  • Physics

Readers

  • Operations Research