An ODE-based approach to nonlinearly constrained minimax problems The paper presents an algorithm for solving a standard nonlinear programming prob-lem (optimization problem with a finite number of equality-inequality constraints and smooth data). Each iteration of the algorithm solves approximately a system of nonlinear ordinary differential equations to get a direction for the line search. The authors claim that their code is more robust, although slower, than several library routines. (Source: http://plato.asu.edu)
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References in zbMATH (referenced in 2 articles , 1 standard article )
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- Kaufman, E. H. jun.; Taylor, G. D.; Mielke, P. W. jun.; Berry, K. J.: An algorithm and Fortran program for multivariate LAD ($\ell_1$ of $\ell_2$) regression (2002)
- Kaufman, E. H. jun.; Leeming, D. J.; Taylor, G. D.: An ODE-based approach to nonlinearly constrained minimax problems (1995)