Aspects of mathematical modelling related to optimization |
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| Authors: | Philip E Gill Walter Murray Michael A Saunders Margaret H Wright |
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| Institution: | Systems Optimization Laboratory, Department of Operations Research, Stanford University, Stanford, California 94305, USA |
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| Abstract: | Many practical optimization problems involved mathematical models of complex real-world phenomena. This paper discusses some aspects of modelling that influence the performance of optimization methods. Information and advice are given concerning the construction of smooth models, the transformation of an optimization problem from one category to another, scaling, formulation of constraints, and techniques for special types of models. |
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