Computational advances in large-scale nonlinear optimization
computationaladv00dean.pdf (5.737Mb)Abstract
This is a comparison of two state-of-the-art large-scale nonlinear optimization systems exhibiting unprecedented problem solution capabilities both in size of problem handled and method of solution. These codes are MINDS, developed by B. A. Murtagh and M. A. Saunders, and XS, developed by G. G. Brown and G. W. Graves. The codes are evaluated with respect to their problem solving capabilities and potential for practical application by analysts. Computational results are presented for thirteen nonlinear and nonlinear mixed integer test problems with from two to 793 variables (12 to 100 integer variables) and one to 401 constraints. Portions of this work were presented at the CORS/ORSA/TIMS joint meeting in Toronto, May 1981.
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