Computational mathematical programming
North-Holland, 1987 - Mathematics - 191 pages
An implicit enumeration procedure for the general linear complementarity problem. Recursive quadratic programming methods based on the augmented lagrangian. A primal truncated newton algorithm with application to large-scale nonlinear network optimization. Approximating some convez programs in terms of borel fields. Computer-assisted analysis for diagnosing infeasible or unbounded linear programs. Ventura, restricted simplicial decomposition: computation and extensions.A note solution on approach to linear programming problems with imprecise function and gradient values. Z; a maany, a new algorithm for highly curved constrained optimization. An implementation of an algorithm for univariate minimization and an application to nested optimization. On practical stopping rules for the simplex method. An experimental approach to karmarkar's projective method for linear programming.
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R S Dembo A primal truncated Newton algorithm with application
Flam Approximating some convex programs in terms of Borel fields
5 other sections not shown
active constraints active set ALRQP1 analysis augmented Lagrangian bits of precision bound causal substructure CG iterations column complementary solution constrained optimization convergence convex defined Dembo denote descent direction electrical network error extreme point feasibility tolerances feasible point finite function and gradient function evaluations go to Step gradient values GRG2 Hatfield Hatfield Polytechnic Hessian implementation inequality initial Lagrange multipliers Lagrangian large-scale LCNLP line search linear complementarity problem linear programming LSM1 master problem Mathematical Programming matrix minimum MINOS NLPNET node non-zeros nonbasic variables nonlinear programming number of iterations objective function obtain path penalty function penalty parameter performance pivots positive definite procedure projective PTN algorithm quadratic approximation quadratic programming reduced gradient relaxing direction REQP restricted Schittkowski search direction Section simplex method simplicial decomposition solving sparse matrix strategy structure subproblem superbasic Table test problems truncated-Newton trust region update vector zero ZTHZ