An active set strategy for solving optimization problems with up to 200,000,000 nonlinear constraints

Applied Numerical Mathematics

Volumn 59, Issue 12, 2009, Pages 2999-3007

  Schittkowski, Klaus ^a  

^a UNIVERSITY OF BAYREUTH   (Germany)

Author keywords

Active set strategy; Many constraints; Nonlinear programming; Sequential quadratic programming; SQP

Indexed keywords

ACTIVE CONSTRAINTS; ACTIVE SET METHODS; ACTIVE SET STRATEGY; ACTIVE SETS; LINE SEARCHES; LINEAR CONSTRAINTS; MANY CONSTRAINTS; NON-LINEAR CONSTRAINTS; NONLINEAR PROGRAMMING PROBLEM; NONLINEAR PROGRAMS; NUMERICAL RESULTS; NUMERICAL TESTS; OPTIMAL SOLUTIONS; OPTIMIZATION PROBLEMS; SEQUENTIAL QUADRATIC PROGRAMMING; SQP; TEST PROBLEM; WORKING SET;

CONVERGENCE OF NUMERICAL METHODS; DYNAMIC PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING; SET THEORY;

QUADRATIC PROGRAMMING;

EID: 69249235843     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apnum.2009.07.009     Document Type: Article

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