# Large-scale linearly constrained optimization

@article{Murtagh1978LargescaleLC, title={Large-scale linearly constrained optimization}, author={B. Murtagh and M. Saunders}, journal={Mathematical Programming}, year={1978}, volume={14}, pages={41-72} }

An algorithm for solving large-scale nonlinear programs with linear constraints is presented. The method combines efficient sparse-matrix techniques as in the revised simplex method with stable quasi-Newton methods for handling the nonlinearities. A general-purpose production code (MINOS) is described, along with computational experience on a wide variety of problems.

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