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Generalized Reduced Gradient with Sequential Linearization: CONOPT

In: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

Author

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  • Neculai Andrei

    (Center for Advanced Modeling & Optimization
    Academy of Romanian Scientists)

Abstract

This algorithm is a very interesting and profitable combination of the generalized reduced gradient with the sequential linear programming and with the sequential quadratic programming. All these algorithms are imbedded in the generalized reduced gradient (GRG) scheme as described in Drud (1976, 1983, 1985, 1994, 1995, 1996, 2011).

Suggested Citation

  • Neculai Andrei, 2017. "Generalized Reduced Gradient with Sequential Linearization: CONOPT," Springer Optimization and Its Applications, in: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology, chapter 0, pages 331-342, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-58356-3_16
    DOI: 10.1007/978-3-319-58356-3_16
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