Modules for Use with MINOS/AUGMENTED in Solving Sequences of Mathematical Programming.

Abstract

The modules documented in this report are designed for use with the nonlinear programming system MINOS/AUGMENTED when implementing algorithms requiring the solution of sequences of similar mathematical programs. Large-scale constrained mathematical programming requires the use of special data structures which make in-core problem modification difficult. These modules allow in-core modification of nonlinear programs without knowledge of the specialized data structures used in MINOS/AUGMENTED. The modifications addressed by these modules are: modification of elements in the constraint matrix, linear objective or right hand side; modification of bounds on individual variables; modification of the nonlinear functions; and appending columns to the constraint matrix. The user specifies the flow and nature of problem modifications via a Fortran subroutine. A simple example of the use of each of the modules is presented.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1980
Accession Number
ADA096131

Entities

People

  • Paul V. Preckel

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computer Programming
  • Computer Programs
  • Evolutionary Algorithms
  • Integer Programming
  • Linear Programming
  • Mathematical Programming
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Procedures (Computers)
  • Sequences
  • Specifications

Readers

  • Database Systems and Applications
  • Operations Research