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A Class Of Direct Search Methods For Nonlinear Integer Programming, Stephen J. Sugden

Stephen Sugden

This work extends recent research in the development of a number of direct search methods in nonlinear integer programming. The various algorithms use an extension of the well-known FORTRAN MINOS code of Murtagh and Saunders as a starting point. MINOS is capable of solving quite large problems in which the objective function is nonlinear and the constraints linear. The original MINOS code has been extended in various ways by Murtagh, Saunders and co-workers since the original 1978 landmark paper. Extensions have dealt with methods to handle both nonlinear constraints, most notably MINOS/AUGMENTED and integer requirements on a subset of the …