================================================== NUMERICAL ANALYSIS TITLES -- Volume 2, Number 2 June, 1984 ================================================== [1] Ron S. Dembo and Ulrich Tulowitzki On the Minimization of Quadratic Functions Subject to Box Constraints SOM Working Paper Series B #71 Yale University School of Organization and Management 1983 We study efficient algorithms for very large quadratic problems subject to box constraints an propose some new convergent methods that permit the addition and deletion of many constraints each time a search direction is calculated. Numerical experiments, on problems of up to 10,000 variables, indicate that the perfor- mance of some of the proposed algorithms appears to be insensitive to the number of binding constraints at the optimal solution or to the starting point. Also it appears as if solving the box constrained problem is at worst marginally more expensive than solving the same problem without constraints. Submitted by: Ron Dembo Obtainable from: Ron Dembo Yale University School of Organization and Management P.O. Box 1A New Haven, Conn. 06520 --------------- [2] Ron S. Dembo A Primal Truncated Newton Algorithm with Application to Large-Scale Nonlinear Network Optimization SOM Working Paper Series B #72 Yale University School of Organization and Management March 1983 We describe a new, convergent, primal-feasible algorithm for linearly constrained optimization. It is capable of rapid asymptotic behavior and has relatively low storage requirements. Its application to large scale nonlinear network optimization is discussed and computational results on problems of over 2,000 variables and 1,000 constraints are presented. Indications are that it could prove to be significantly better than known methods for this class of problem. Submitted by: Ron Dembo Obtainable from: Ron Dembo (address above) --------------- .