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Model Building and Practical Aspects of Nonlinear Programming

  • Philip E. Gill
  • Walter Murray
  • Michael A. Saunders
  • Margaret H. Wright
Part of the NATO ASI Series book series (volume 15)

Abstract

This survey paper has two main purposes: to summarize (briefly) certain aspects of modelling that influence the performance of optimization algorithms, and to describe recent advances in methods for nonlinear programming that influence the solution of practical problems. These two themes are not unconnected. A well constructed mathematical model should be such that the bad effects of ill-conditioning, degeneracy and inconsistent constraints are minimized. Ironically, the purpose of good software is to deal effectively with precisely these problems. Therefore it is not surprising that much of the insight necessary to construct a well- posed mathematical model is pertinent to the formulation of robust algorithms.

Keywords

Search Direction Lagrangian Function Sequential Quadratic Programming Merit Function Problem Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1985

Authors and Affiliations

  • Philip E. Gill
    • 1
  • Walter Murray
    • 1
  • Michael A. Saunders
    • 1
  • Margaret H. Wright
    • 1
  1. 1.Department of Operations ResearchStanford UniversityStanfordUSA

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