Ghana's cocoa production has declined in the past 25 years from half the world market share to about one tenth of the market. This has been partly due to policies that overvalued the domestic currency...
This paper describes the CONOPT system. An earlier version of the system was presented in 1977, since then the optimization algorithm has only been changed slightly, the data structure has been changed...
Most projections of fertilizer use around the world imply continuing rapid growth in fertilizer demand. To meet such increased levels of demand, substantial investments are being made in new production...
This paper concerns itself with efficient inversion and updating procedures for large, structurally equivalent Jacobian matrices as they occur in the generalized reduced gradient method for nonlinear programming...
This paper touches on the role of models in a policy/planning environment, and establishes the need for a general algebraic modeling system. The main purpose of the paper, however, is to develop a notation...
This note uses existing knowledge in classifying complementarity problems. It then develops a compact GAMS notation for models with complementarity conditions, and shows how the information contained in...
The Hellerman-Rarick (HR) algorithm is a heuristic routine that assigns pivot elements and spikes so as to minimize the number of columns with nonzeros above the diagonal. A detailed description of the...
This report offers a random matrix generator which is aimed particularly at sparse matrix generation.
The role of domain analysis and the automatic generation of exact point-derivatives in the solution of large nonlinear systems of algebraic equations is examined. The paper provides an informal technical...
Matrix augmentation is used for the inversion of bases associated with linearly constrained control problems. It is shown how an efficient data structure can be maintained by keeping all state variables...
This technical note studies the discrete-time optimal control problem with linear dynamics and linear objective function allowing for simple upper bounds and time-integral constraints.
A compact and flexible updating procedure using matrix augmentation is developed. It is shown that the representation of the updated inverse does not grow monotonically in size, and may actually decrease...
The Hellerman-Rarick preassigned pivot procedure and a partitioning algorithm are used to construct reduced Jacobian matrices for the solution of large sparse nonlinear systems of equations.
In problems with an angular structure, the initial basis is represented in reduced form via partitioning. If partitioning is also used in the updating of the basis, subsequent iterations do not differ...
The Helierman-Rarick preassigned pivot procedure and recursive partitioning algorithm are used to find a stable and compact representation of the inverse of a general sparse matrix.