Algorithms for Nonlinear Programming.
Abstract
Several algorithms for solving problems in linear, quadratic, and nonlinear programming, network flows, and facilities location were developed and analyzed. Results include: (1) The analysis of the computational complexity of the problem of determining an optimally sparse representation of the null space of a matrix, and the development of worst-case bounds for the shadow-vertex simplex algorithm and several heuristics for distance constrained discrete facility location problems and conditional covering problems; (2) The development of efficient algorithms for dense and sparse assignment problems, strictly convex quadratic programming problems, and a nonlinear programming problem that arises when maximizing a correlation coefficient subject to linear constraints; and (3) The application of iterative methods to large sparse equality-constraind quadratic programs and the development of multiple constraint deletion strategies for active-set algorithms for linearly consrained nonlinear programming problems. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 30, 1985
- Accession Number
- ADA161746
Entities
People
- Donald Goldfarb
Organizations
- Columbia University