The efficient solution of large-scale linear and nonlinear optimization problems may require exploiting any special structure in them in an efficient manner. We describe and analy...
Antonio J. Conejo, Francisco J. Nogales, Francisco...
In this paper we describe an automatic procedure for successively reducing the set of possible nonzeros in a Jacobian matrix until eventually the exact sparsity pattern is obtained...
We consider a class of non-linear mixed integer programs with n integer variables and k continuous variables. Solving instances from this class to optimality is an NP-hard problem....
Giovanni Rinaldi, Ulrich Voigt, Gerhard J. Woeging...
Using standard nonlinear programming (NLP) theory, we establish formulas for first and second order directional derivatives for optimal value functions of parametric mathematical ...