Modules for use with minos/augmented in solving sequences of mathematical programming

Modules for use with minos/augmented in solving sequences of mathematical programming
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Total Pages : 30
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ISBN-10 : STANFORD:36105046362039
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Book Synopsis Modules for use with minos/augmented in solving sequences of mathematical programming by : Stanford University. Systems Optimization Laboratory

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.

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