Mathematical Programming

, Volume 14, Issue 1, pp 41–72 | Cite as

Large-scale linearly constrained optimization

  • B. A. Murtagh
  • M. A. Saunders
Article
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Abstract

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.

Key words

Large-scale Systems Linear Constraints Linear Programming Nonlinear Programming Optimization Quasi-Newton Method Reduced-gradient Method Simplex Method Sparse Matrix Variable-metric Method 
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Copyright information

© The Mathematical Programming Society 1978

Authors and Affiliations

  • B. A. Murtagh
    • 1
  • M. A. Saunders
    • 2
    • 3
  1. 1.University of New South WalesSydneyAustralia
  2. 2.DSIRWellingtonNew Zealand
  3. 3.Stanford UniversityStanfordUSA

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