ISSN:
1573-2878
Keywords:
Nonlinear programming
;
computing methods
;
Lagrange multiplier estimates
;
bounded variables
;
large-scale problems
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Some recent methods for solving nonlinear programming problems make use of estimates of the Lagrange multipliers. These estimates are usually calculated by solving a system oft linear equations, wheret is the number of active constraints. It is shown that, when a large proportion of the active constraints consists of simple upper or lower bounds on the variables, then computational effort can be saved by means of a reorganization of this linear system.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00932523