A computational study of active set strategies in nonlinear programming with linear constraints

DOI10.1007/BF01582095MaRDI QIDQ4187599zbMATH OpenOpenAlexFDO

Authors M. L. Lenard

Publication date 1979

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01582095

zbMATH Keywords

Linear ConstraintsNonlinear ProgrammingComputational StudyActive Set Strategies

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites work

• scientific article; zbMATH DE number 3382096 (Why is no real title available?)
• A General Quadratic Programming Algorithm
• A Rapidly Convergent Descent Method for Minimization
• Computational experience with quadratically convergent minimisation methods
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
• Matrix factorizations in optimization of nonlinear functions subject to linear constraints
• Newton-type methods for unconstrained and linearly constrained optimization
• Projection methods for non-linear programming
• The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints

Cited in

(6)

• An active-constraint logic for non-linear programming
• An algorithm for linearly constrained programs with a partly linear objective function
• An active set strategy for solving optimization problems with up to 200,000,000 nonlinear constraints
• A two-stage successive overrelaxation algorithm for solving the symmetric linear complementarity problem
• An active set method for solving linearly constrained nonsmooth optimization problems
• Active set algorithms for isotonic regression; a unifying framework

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