Nonlinear Programming on Generalized Networks

David P. Ahlfeld; John M. Mulvey; Ron S. Dembo; Stavros A. Zenios

doi:10.1145/35078.42181

Nonlinear Programming on Generalized Networks

David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios

Research output: Contribution to journal › Article › peer-review

30 Scopus citations

Abstract

We describe a specialization of the primal truncated Newton algorithm for solving nonlinear optimization problems on networks with gains. The algorithm and its implementation are able to capitalize on the special structure of the constraints. Extensive computational tests show that the algorithm is capable of solving very large problems. Testing of numerous tactical issues are described, including maximal basis, projected line search, and pivot strategies. Comparisons with NLPNET, a nonlinear network code, and MINOS, a general-purpose nonlinear programming code, are also included.

Original language	English (US)
Pages (from-to)	350-367
Number of pages	18
Journal	ACM Transactions on Mathematical Software (TOMS)
Volume	13
Issue number	4
DOIs	https://doi.org/10.1145/35078.42181
State	Published - Dec 1 1987

All Science Journal Classification (ASJC) codes

Software
Applied Mathematics

Keywords

Generalized networks
Newton's method
network optimization
nonlinear programming

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10.1145/35078.42181

Cite this

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AB - We describe a specialization of the primal truncated Newton algorithm for solving nonlinear optimization problems on networks with gains. The algorithm and its implementation are able to capitalize on the special structure of the constraints. Extensive computational tests show that the algorithm is capable of solving very large problems. Testing of numerous tactical issues are described, including maximal basis, projected line search, and pivot strategies. Comparisons with NLPNET, a nonlinear network code, and MINOS, a general-purpose nonlinear programming code, are also included.

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Nonlinear Programming on Generalized Networks

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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