BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...

Studies linear and nonlinear programming, the simplex method, duality, sensitivity, transportation and network flow problems, some constrained and unconstrained optimization theory, and the ...

In this paper, we propose an algorithm for solving inequality constrained mini-max optimization problem. In this algorithm, an active set strategy is used together with multiplier method to convert ...

In this paper the generalized Newton's method for LC¹ unconstrained optimization is investigated. This method is an extension of Newton's method for the smooth optimization. Some basic concepts are ...

Conjugate gradient methods form a class of iterative algorithms that are highly effective for solving large‐scale unconstrained optimisation problems. They achieve efficiency by constructing search ...