NOA
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.
Keywords for this software
References in zbMATH (referenced in 14 articles , 1 standard article )
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Sorted by year (- Pinheiro, Placido Rogerio; Oliveira, Paulo Roberto: A hybrid approach of bundle and Benders applied large mixed linear integer problem (2013)
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- Nowak, Ivo: Relaxation and decomposition methods for mixed integer nonlinear programming. (2005)
- Nowak, Ivo: Lagrangian decomposition of block-separable mixed-integer all-quadratic programs (2005)
- 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)
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- Schultz, Rüdiger: Probability objectives in stochastic programs with recourse (2003)
- Schultz, Rüdiger; Tiedemann, Stephan: Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse (2003)
- Nürnberg, Robert; Römisch, Werner: A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty (2002)
- Gröwe-Kuska, Nicole; Nowak, Matthias P.; Wegner, Isabel: Modeling of uncertainty for the real-time management of power systems (2001)
- Carøe, Claus C.; Schultz, Rüdiger: Dual decomposition in stochastic integer programming (1999)
- Kiwiel, Krzysztof C.; Stachurski, Andrzej: Issues of effectiveness arising in the design of a system of nondifferentiable optimization algorithms (1989)