| Article ID: | iaor19941948 |
| Country: | Japan |
| Volume: | 4 |
| Issue: | 11 |
| Start Page Number: | 473 |
| End Page Number: | 480 |
| Publication Date: | Nov 1991 |
| Journal: | Transactions of the Institute of Electronics, Information and Communication Engineers |
| Authors: | Ibaraki Toshihide, Fukushima Masao, Wakahara Tatsuro |
| Keywords: | optimization, programming: mathematical |
Large-scale nonlinear programming problems usually contain a relatively small number of nonlinear variables. For such a problem, it is often effective to treat the linear part as a linear programming problem by temporarily fixing the nonlinear variables. As a result, the authors obtain a nonsmooth optimization problem containing the nonlinear variables only. Based on this idea, they propose a successive quadratic programming algorithm for large-scale nonlinear programming problems. The authors show convergence of the algorithm and report some computational experience. [In Japanese.]