linearly constrained optimization

On the Coupled Continuous Knapsack Problems: Projection Onto the Volume Constrained Gibbs N-Simplex

  • Rouhollah Tavakoli
    • Categories Applications - OR and Management Sciences, Convex Optimization Tags , , ,

    Coupled continuous quadratic knapsack problems (CCK) are introduced in the present study. The solution of a CCK problem is equivalent to the projection of an arbitrary point onto the volume constrained Gibbs N-simplex, which has a wide range of applications in computational science and engineering. Three algorithms have been developed in the present study to … Read more

    Hager-Zhang Active Set Algorithm for Large-Scale Continuous Knapsack Problems

  • Rouhollah Tavakoli
    • Categories Applications - OR and Management Sciences, Applications - Science and Engineering, Nonlinear Optimization Tags , , , , , ,

    The structure of many real-world optimization problems includes minimization of a nonlinear (or quadratic) functional subject to bound and singly linear constraints (in the form of either equality or bilateral inequality) which are commonly called as continuous knapsack problems. Since there are efficient methods to solve large-scale bound constrained nonlinear programs, it is desirable to … Read more