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MP
2002
84views more  MP 2002»
13 years 4 months ago
A decomposition procedure based on approximate Newton directions
The efficient solution of large-scale linear and nonlinear optimization problems may require exploiting any special structure in them in an efficient manner. We describe and analy...
Antonio J. Conejo, Francisco J. Nogales, Francisco...
MP
2002
103views more  MP 2002»
13 years 4 months ago
Detecting Jacobian sparsity patterns by Bayesian probing
In this paper we describe an automatic procedure for successively reducing the set of possible nonzeros in a Jacobian matrix until eventually the exact sparsity pattern is obtained...
Andreas Griewank, Christo Mitev
MP
2002
95views more  MP 2002»
13 years 4 months ago
The mathematics of playing golf, or: a new class of difficult non-linear mixed integer programs
We consider a class of non-linear mixed integer programs with n integer variables and k continuous variables. Solving instances from this class to optimality is an NP-hard problem....
Giovanni Rinaldi, Ulrich Voigt, Gerhard J. Woeging...
MP
2002
113views more  MP 2002»
13 years 4 months ago
A note on sensitivity of value functions of mathematical programs with complementarity constraints
Using standard nonlinear programming (NLP) theory, we establish formulas for first and second order directional derivatives for optimal value functions of parametric mathematical ...
Xinmin Hu, Daniel Ralph