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Procedures for optimization problems with a mixture of bounds and general linear constraints

Gill, Philip E. ; Murray, Walter ; Saunders, Michael A. ; Wright, Margaret H.

ACM transactions on mathematical software, 1984-08, Vol.10 (3), p.282-298 [Periódico revisado por pares]

New York, NY, USA: ACM

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Título:
Procedures for optimization problems with a mixture of bounds and general linear constraints
Autor: Gill, Philip E. ; Murray, Walter ; Saunders, Michael A. ; Wright, Margaret H.
Assuntos: Applied sciences ; Approximation algorithms analysis ; Computations on matrices ; Computer science; control theory; systems ; Computing methodologies ; Continuous optimization ; Control theory. Systems ; Design and analysis of algorithms ; Exact sciences and technology ; Linear algebra algorithms ; Linear programming ; Machine learning theory ; Mathematical analysis ; Mathematical optimization ; Mathematical software ; Mathematics of computing ; Numerical analysis ; Online algorithms ; Online learning algorithms ; Optimal control ; Reinforcement learning ; Scheduling algorithms ; Sequential decision making ; Symbolic and algebraic algorithms ; Symbolic and algebraic manipulation ; Theory and algorithms for application domains ; Theory of computation
É parte de: ACM transactions on mathematical software, 1984-08, Vol.10 (3), p.282-298
Notas: ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
Descrição: When describing active-set methods for linearly constrained optimization, it is often convenient to treat all constraints in a uniform manner. However, in many problems the linear constraints include simple bounds on the variables as well as general constraints. Special treatment of bound constraints in the implementation of a null-space active-set method yields significant advantages in computational effort and storage requirements. In this paper, the authors describe a particular implementation of the constraint-related steps of a null-space active-set method when the constraint matrix is dense and bounds are treated separately.
Editor: New York, NY, USA: ACM
Idioma: Inglês

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Procedures for optimization problems with a mixture of bounds and general linear constraints

Gill, Philip E. ; Murray, Walter ; Saunders, Michael A. ; Wright, Margaret H.

New York, NY, USA: ACM

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