The Variable Reduction Method for Nonlinear Programming

DOI10.1287/MNSC.17.3.146MaRDI QIDQ5609872zbMATH OpenOpenAlexFDO

Authors Garth P. McCormick

Publication date 1970

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.17.3.146

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cited in

(14)

• Bayesian evidence test for precise hypotheses
• Converting general nonlinear programming problems into separable programming problems with feedforward neural networks.
• An accelerated conjugate direction method to solve linearly constrained minimization problems
• Global optimization algorithms for linearly constrained indefinite quadratic problems
• Approximating saddle points as equilibria of differential inclusions
• The if-problem in automatic differentiation
• A new linesearch method for quadratically constrained convex programming
• A Newton-type univariate optimization algorithm for locating the nearest extremum
• Soft variable-structure controls: a survey
• Algoritmo risolutivo per una classe particolare di problemi di minimo vincolato
• An algorithm for linearly constrained nonlinear programming problems
• Large-scale linearly constrained optimization
• Error analysis for convex separable programs: Bounds on optimal and dual optimal solutions
• An efficient algorithm for minimizing barrier and penalty functions

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