On optimizing a maximin nonlinear function subject to replicated quasi-arborescence-like constraints.

Laureano F. Escudero

Trabajos de Estadística e Investigación Operativa (1985)

  • Volume: 36, Issue: 3, page 119-131
  • ISSN: 0041-0241

Abstract

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In this paper we present the motivation for using the Truncated Newton method in an algorithm that maximises a non-linear function with additional maximin-like arguments subject to a network-like linear system of constraints. The special structure of the network (so-termed replicated quasi-arborescence) allows to introduce the new concept of independent superbasic sets and, then, using second-order information about the objective function without too much computer effort and storage.

How to cite

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Escudero, Laureano F.. "On optimizing a maximin nonlinear function subject to replicated quasi-arborescence-like constraints.." Trabajos de Estadística e Investigación Operativa 36.3 (1985): 119-131. <http://eudml.org/doc/40743>.

@article{Escudero1985,
abstract = {In this paper we present the motivation for using the Truncated Newton method in an algorithm that maximises a non-linear function with additional maximin-like arguments subject to a network-like linear system of constraints. The special structure of the network (so-termed replicated quasi-arborescence) allows to introduce the new concept of independent superbasic sets and, then, using second-order information about the objective function without too much computer effort and storage.},
author = {Escudero, Laureano F.},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Programación no lineal; Algoritmos; Métodos numéricos; Método de Newton; nonlinear programming; numerical algorithms; basic equivalent path; truncated Newton method; nonlinear function; network-like linear system of constraints; replicated quasi-arborescence; independent superbasic sets; second-order information},
language = {eng},
number = {3},
pages = {119-131},
title = {On optimizing a maximin nonlinear function subject to replicated quasi-arborescence-like constraints.},
url = {http://eudml.org/doc/40743},
volume = {36},
year = {1985},
}

TY - JOUR
AU - Escudero, Laureano F.
TI - On optimizing a maximin nonlinear function subject to replicated quasi-arborescence-like constraints.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1985
VL - 36
IS - 3
SP - 119
EP - 131
AB - In this paper we present the motivation for using the Truncated Newton method in an algorithm that maximises a non-linear function with additional maximin-like arguments subject to a network-like linear system of constraints. The special structure of the network (so-termed replicated quasi-arborescence) allows to introduce the new concept of independent superbasic sets and, then, using second-order information about the objective function without too much computer effort and storage.
LA - eng
KW - Programación no lineal; Algoritmos; Métodos numéricos; Método de Newton; nonlinear programming; numerical algorithms; basic equivalent path; truncated Newton method; nonlinear function; network-like linear system of constraints; replicated quasi-arborescence; independent superbasic sets; second-order information
UR - http://eudml.org/doc/40743
ER -

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