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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2013, Volume 16, Number 3, Pages 229–242
(Mi sjvm513)
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Minimization of nonlinear functions with linear constraints
G. I. Zabinyako, E. A. Kotel'nikov Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Abstract:
In this paper, some aspects of numerical realization of algorithms from the software package for solving problems of minimization of nonlinear functions including non-smooth functions with allowance for the linear constraints set by sparse matrices are considered. Examples of the solution of test problems are presented.
Key words:
nonlinear programming, reduced gradient, method of conjugate gradients, quasi-Newton method, subgradient method, basis, superbasis.
Received: 23.01.2012 Revised: 31.05.2012
Citation:
G. I. Zabinyako, E. A. Kotel'nikov, “Minimization of nonlinear functions with linear constraints”, Sib. Zh. Vychisl. Mat., 16:3 (2013), 229–242; Num. Anal. Appl., 6:3 (2013), 197–209
Linking options:
https://www.mathnet.ru/eng/sjvm513 https://www.mathnet.ru/eng/sjvm/v16/i3/p229
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