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

DOI10.1007/BF01582095zbMATH Open0402.90084OpenAlexW2067791548MaRDI QIDQ4187599FDOQ4187599

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

• The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
• Matrix factorizations in optimization of nonlinear functions subject to linear constraints
• A General Quadratic Programming Algorithm
• A Rapidly Convergent Descent Method for Minimization
• Newton-type methods for unconstrained and linearly constrained optimization
• Title not available (Why is that?)
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
• Projection methods for non-linear programming
• Computational experience with quadratically convergent minimisation methods

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

This page was built for publication: A computational study of active set strategies in nonlinear programming with linear constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4187599)