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Scope of mathematical programming software
Anatomy of a mathematical programming system
T J Dekker
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activity ALGOL 60 algorithm ALPHA approximation basic variables basis Beale branch and bound called column command conjugate gradient constraints convergence defined derivatives dual equations error evaluations example feasible formula FORTRAN function value Geometric Programming global Hessian Hessian matrix implemented inequality input integer programming inverse iteration linear programming linear search lower bound mathematical programming matrix file minifun minimum Newton Newton's method node nonbasic nonlinear programming nonzero objective function operating optimization output parameters penalty function pivot posynomial pricing primal problem functions procedure programming problem quadratic quasi-Newton Quasi-Newton methods real array reduced cost reduced gradient routine search direction SESAME simplex algorithm simplex method solution solve step storage subroutine superbasic techniques terminal test problems THETA tion update upper bound variable metric vector zero