Research and Advances

Management science: a view from nonlinear programming

A brief history of integer and continuous nonlinear programming is presented as well as the current obstacles to practical use of these mathematical programming techniques. It is forecast that the useful contributions to nonlinear programming actually made in the next few years are more likely to be consolidations than theoretical breakthroughs. These contributions are likely to be the documentation of standard test problems, construction of user oriented software, and comparisons of currently known algorithms to demonstrate which techniques are best for specific problems.


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Research and Advances

Algorithm 405: roots of matrix pencils: the generalized eigenvalue problem [F2]

* This work was supported by the US National Aeronautics and Space Administration, by the National Science Foundation under Grant GS-2703 to the University of Chicago, and by the US Office of Naval Research under Grant NONR 760(24) NR 047-048 to Carnegie-Mellon University. Computations were done on the University of Chicago's Maniac III computer and were supported by the US Atomic Energy Commission under grants AT (11-1)-614 and AT (11-1)-2094.

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