8 Linearly constrained problems

SPARK ◽  
2018 ◽  
Author(s):  
Peter Zörnig
Acta Numerica ◽  
2005 ◽  
Vol 14 ◽  
pp. 299-361 ◽  
Author(s):  
Nick Gould ◽  
Dominique Orban ◽  
Philippe Toint

Recent developments in numerical methods for solving large differentiable nonlinear optimization problems are reviewed. State-of-the-art algorithms for solving unconstrained, bound-constrained, linearly constrained and non-linearly constrained problems are discussed. As well as important conceptual advances and theoretical aspects, emphasis is also placed on more practical issues, such as software availability.


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