Minimization of nonlinear functions with linear constraints
G.I. Zabinyako, E.A. Kotel'nikov
Keywords: nonlinear programming, reduced gradient, method of conjugate gradients, quasi-Newton method, subgradient method, basis, superbasis
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.
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