On optimizing a maximin nonlinear function subject to replicated quasi-arborescence-like constraints.
Laureano F. Escudero (1985)
Trabajos de Estadística e Investigación Operativa
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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. ...