The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
Abstract. In this paper, we present a constraint-partitioning approach for finding local optimal solutions of large-scale mixed-integer nonlinear programming problems (MINLPs). Ba...
Testingthe performance scalabilityof parallelprograms can be a time consuming task, involving many performance runs for different computer configurations, processor numbers, and p...
Allen D. Malony, Vassilis Mertsiotakis, Andreas Qu...
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...
Philip E. Gill, Walter Murray, Michael A. Saunders