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Efficient Nonlinear Optimization of Queueing Systems
Efficient Nonlinear Optimization Queueing Systems
2015/7/10
We present a systematic treatment of efficient nonlinear optimization of queuing systems. The suite of formulations uses the computational tool of convex optimization, with fast polynomial time algori...
A GLOBALLY CONVERGENT LINEARLY CONSTRAINED LAGRANGIAN METHOD FOR NONLINEAR OPTIMIZATION
large-scale optimization nonlinear programming
2015/7/3
The new algorithm has been implemented in Matlab, with an option to use either MINOS or
SNOPT (Fortran codes) to solve the linearly constrained subproblems. Only first derivatives are
required...