In this paper we test different conjugate gradient (CG) methods for solving largescale unconstrained optimization problems. The methods are divided in two groups: the first group includes five basic ...

Description: Basics of numerical optimization: problem formulation, conditions of optimality, search direction and step length. Calculus-based techniques for univariate and multivariate optimization.

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 ...

Purdue faculty dedicate countless hours to exploring the frontiers of their respective fields, pushing the boundaries of knowledge and contributing to the ever-evolving landscape of academia. To ...

Problem definition: Assortment selection is one of the most important decisions faced by retailers. Most existing papers in the literature assume that customers select at most one item out of the ...