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" Nonlinear programming codes : "
Klaus Schittkowski.
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BL
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| Record Number
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728272
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b548010
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| Main Entry
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Klaus Schittkowski.
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| Title & Author
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Nonlinear programming codes : : information, tests, performance\ Klaus Schittkowski.
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| Publication Statement
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Berlin ; New York: Springer-Verlag, 1980
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| Series Statement
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Lecture notes in economics and mathematical systems, 183.
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viii, 242 pages ; 24 cm.
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| ISBN
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0387102477
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: 3540102477
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: 9780387102474
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: 9783540102472
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| Contents
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I: Introduction.- II: Optimization methods.- 1. Line-search algorithms.- 2. Quadratic programming.- 3. Unconstrained optimization.- 4. Penalty methods.- 5. Multiplier methods.- 6. Quadratic approximation methods.- 7. Generalized reduced gradient methods.- 8. The method of Robinson.- III: Optimization programs.- 1. Program organization.- 2. Description of the programs.- IV: The construction of test problems.- 1. Fundamentals of the test problem generator.- 2. General test problems.- 3. Linearly constrained test problems.- 4. Degenerate test problems.- 5. Ill-conditioned test problems.- 6. Indefinite test problems.- 7. Convex test problems.- V: Performance evaluation.- 1. Notations.- 2. Efficiency, reliability, and global convergence.- 3. Performance for solving degenerate, ill-conditioned, and indefinite problems.- 4. Sensitivity to slight variations of the problem.- 5. Sensitivity to the position of the starting point.- 6. Ease of use.- 7. How to get a final score.- VI: Conclusions, recommendations, remarks.- 1. Pinal conclusions.- 2. Recommendations for the design of optimization programs.- 3. Some technical details.- Appendix A : Numerical data for constructing test problems.- Appendix B : Sensitivity analysis for the test problems.- Appendix C : Further results.- Appendix D : Evaluation of significance factors.- References.
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| Subject
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Algorithms.
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| Subject
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Nonlinear programming.
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Programmation non linéaire.
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| LC Classification
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T57.8K538 1980
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| Added Entry
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Klaus Schittkowski
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