This paper deals with an interval-oriented approach to solve general interval constrained optimization problems. Generally, this type of problems has infinitely many compromise solutions. The aim of ...
See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...
Kaplan, Robert S., and John Soden. "On the Objective Function for the Sequential P-Model of Chance-Constrained Programming." Operations Research 19, no. 1 (January–February 1971): 105–141.
All optimization techniques stop iterating at x (k) if at least one of a set of termination criteria is satisfied. PROC NLP also terminates if the point x (k) is fully constrained by n linearly ...
When solving the general smooth nonlinear and possibly nonconvex optimization problem involving equality and/or inequality constraints, an approximate first-order critical point of accuracy ϵ can be ...