New Approaches to Linear and Nonlinear Programming.
Abstract
The project explored the theoretical properties and computational performance of algorithms for solving constrained optimization problems (linear and nonlinear programs). Particular emphasis was placed on algorithms for solving large problems. The practical applications of optimization are innumerable. For example, mathematical models of the economy (to analyze the optimal use of natural resources) are typically large linear or nonlinear programs. Areas in which we have been actively involved include optimal generation and transmission of electricity, optimization of aircraft and spacecraft trajectories, optimal structural design, and financial modeling such as portfolio optimization. Progress on solution algorithms and software for such applications is ultimately reflected in improved techniques in many other areas of science and industry.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1996
- Accession Number
- ADA327433
Entities
People
- Michael Saunders
- Walter Murray
Organizations
- Stanford University