BOXSTEP METHOD FOR LARGE-SCALE OPTIMIZATION

被引:99
作者
MARSTEN, RE
HOGAN, WW
BLANKENSHIP, JW
机构
[1] MIT,CAMBRIDGE,MA 02139
[2] INST DEF ANAL,ARLINGTON,VA 22202
[3] FED ENERGY ADM,WASHINGTON,DC
关键词
ALGORITHMIC CONTINUUM - OPTIMIZATION;
D O I
10.1287/opre.23.3.389
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
A new strategy is presented for large-scale optimization. The BOXSTEP method creates an algorithmic continuum between feasible-directions methods and cutting-plane methods. Several specific applications are described and computational results are reported.
引用
收藏
页码:389 / 405
页数:17
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