Issues of effectiveness arising in the design of a system of nondifferentiable optimization algorithms. This paper describes NOA, a package of Fortran subroutines for minimizing a locally Lipschitz continuous function subject to locally Lipschitzian inequality and equality constraints, general linear constraints and simple upper and lower bounds. The package implements several descent methods that accumulate subgradients of the problem functions and use quadratic programming for search direction finding. We discuss some choices made in the implementation and indicate their potential merits and drawbacks.

References in zbMATH (referenced in 13 articles )

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  1. Karuppiah, Ramkumar; Grossmann, Ignacio E.: A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures (2008)
  2. Schultz, Rüdiger; Tiedemann, Stephan: Conditional value-at-risk in stochastic programs with mixed-integer recourse (2006)
  3. Alperin, Hernán; Nowak, Ivo: Lagrangian smoothing heuristics for Max-cut (2005)
  4. Nowak, Ivo: Lagrangian decomposition of block-separable mixed-integer all-quadratic programs (2005)
  5. Nowak, Ivo: Relaxation and decomposition methods for mixed integer nonlinear programming. (2005)
  6. Nowak, Matthias P.; Schultz, Rüdiger; Westphalen, Markus: A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment (2005)
  7. Engell, Sebastian; Märkert, Andreas; Sand, Guido; Schultz, Rüdiger: Aggregated scheduling of a multiproduct batch plant by two-stage stochastic integer programming (2004)
  8. Schultz, Rüdiger: Probability objectives in stochastic programs with recourse (2003)
  9. Schultz, Rüdiger; Tiedemann, Stephan: Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse (2003)
  10. Nürnberg, Robert; Römisch, Werner: A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty (2002)
  11. Gröwe-Kuska, Nicole; Nowak, Matthias P.; Wegner, Isabel: Modeling of uncertainty for the real-time management of power systems (2001)
  12. Carøe, Claus C.; Schultz, Rüdiger: Dual decomposition in stochastic integer programming (1999)
  13. Kiwiel, Krzysztof C.; Stachurski, Andrzej: Issues of effectiveness arising in the design of a system of nondifferentiable optimization algorithms (1989)