Large-scale linearly constrained optimization

  title={Large-scale linearly constrained optimization},
  author={B. Murtagh and M. Saunders},
  journal={Mathematical Programming},
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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  • N. Gould
  • Mathematics, Computer Science
  • SIAM J. Optim.
  • 1999
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