NLP4

Rosenbrock Solution by MINOS

The animation below traces the solution trajectory as the MINOS solver works to find the optimum solution for the Rosenbrock function described in animation NLP2. MINOS uses a combination of methods, including a linearly constrained Lagrangian method with linearizations of the nonlinear constraints at the current point, and the Generalized Reduced Gradient (GRG) method.




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Contents

Chapter 1: Introduction.  An introduction to the process of optimization and an overview of the major topics covered in the course.  Last revision: December 2020 . Chapter 2: Introduction to Linear Programming.  The basic notions of linear programming and the simplex method. The simplex method is the easiest way to provide a beginner with a solid understanding of linear programming.  Last revision: December 2020. See animation  LP1 . A good  article on formulating LPs  by Gerry Brown and Rob Dell. Example questions with solutions . March 4, 2021. Chapter 3: Towards the Simplex Method for Efficient Solution of Linear Programs.  Cornerpoints and bases. Moving to improved solutions.  Last revision: December 2020 . See animation  LP2 . Chapter 4: The Mechanics of the Simplex Method.  The tableau representation as a way of illustrating the process of the simplex method. Special cases such as degeneracy and unboundedness.  Last revis...
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