Studies linear and nonlinear programming, the simplex method, duality, sensitivity, transportation and network flow problems, some constrained and unconstrained optimization theory, and the ...

In this paper, we propose an algorithm for solving inequality constrained mini-max optimization problem. In this algorithm, an active set strategy is used together with multiplier method to convert ...

This paper reviews some of the most successful methods for unconstrained, constrained and nondifferentiable optimization calculations. Particular attention is given to the contribution that ...

With the introduction of constrained quantization, quantization now has two classifications: constrained quantization and unconstrained quantization. Further, we have introduced another new idea in ...

Unconstrained or Linearly Constrained QN Optimization The NLPQN subroutine invokes this algorithm if you do not specify the "nlc" argument. Using the fourth element of the opt argument, you can ...

Roger Fletcher, Sven Leyffer and Philippe L. Toint win Lagrange Prize in Continuous Optimization at SIAM Annual Meeting held in Boston, from July 10–14, 2006.