Description: Survey of computational tools for solving constrained and unconstrained nonlinear optimization problems. Emphasis on algorithmic strategies and characteristic structures of nonlinear ...

Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO® Xpress 9.2 Optimization.

When solving the general smooth nonlinear and possibly nonconvex optimization problem involving equality and/or inequality constraints, an approximate first-order critical point of accuracy ϵ can be ...

In this paper, we propose an algorithm for solving inequality constrained mini-max optimization problem. In this algorithm, an active set strategy is used together with multiplier method to convert ...