CONOPT : a GRG - code for large sparse dynamic nonlinear optimization problems (English)

The paper presents CONOPT, an optimization system for static and dynamic large scale nonlinearly constrained optimization problems. The system is based on the GRG algorithm. All computations involving the Jacobian of the constraints use sparse matrix algorithm from linear programming modified to take optimal advantage of the nonlinearity. The paper presents the main features of the system, especially the inversion routines and their data structures...

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Author

Drud,Arne;
Document Date
1983/08/01
Document Type
Departmental Working Paper
Report Number
DRD59
Volume No
1
Total Volume(s)
1
Country
World,
Region
Other,
Disclosure Date
2010/07/01
Disclosure Status
Disclosed
Doc Name
CONOPT : a GRG - code for large sparse dynamic nonlinear optimization problems
Keywords
data structure

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Citation

Drud,Arne.

CONOPT : a GRG - code for large sparse dynamic nonlinear optimization problems (English). Development Research Department discussion paper ; no. DRD 59 Washington, DC: World Bank. http://documents.worldbank.org/curated/en/673631468323719600

CONOPT : a GRG - code for large sparse dynamic nonlinear optimization problems (English)

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