Modules for use with minos/augmented in solving sequences of mathematical programming
Author | : Stanford University. Systems Optimization Laboratory |
Publisher | : |
Total Pages | : 30 |
Release | : 1980 |
ISBN-10 | : STANFORD:36105046362039 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Modules for use with minos/augmented in solving sequences of mathematical programming written by Stanford University. Systems Optimization Laboratory and published by . This book was released on 1980 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: The modules documented in this report are designed for use with the nonlinear programming system MINOS/AUGMENTED when implementing algorithms requiring the solution of sequences of similar mathematical programs. Large-scale constrained mathematical programming requires the use of special data structures which make in-core problem modification difficult. These modules allow in-core modification of nonlinear programs without knowledge of the specialized data structures used in MINOS/AUGMENTED. The modifications addressed by these modules are: modification of elements in the constraint matrix, linear objective or right hand side; modification of bounds on individual variables; modification of the nonlinear functions; and appending columns to the constraint matrix. The user specifies the flow and nature of problem modifications via a Fortran subroutine. A simple example of the use of each of the modules is presented.