Sequential equality-constrained optimization for nonlinear programming

A novel idea is proposed for solving optimization problems with equality constraints and bounds on the variables. In the spirit of sequential quadratic programming and sequential linearly-constrained programming, the new proposed approach approximately solves, at each iteration, an equality-constrai...

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Vydané v:	Computational optimization and applications Ročník 65; číslo 3; s. 699 - 721
Hlavní autori:	Birgin, E. G., Bueno, L. F., Martínez, J. M.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.12.2016 Springer Nature B.V
Predmet:	Algorithms Applied mathematics Computation Convergence Convex and Discrete Geometry Experiments Iterative methods Linear programming Management Science Mathematical models Mathematics Mathematics and Statistics Methods Nonlinear programming Operations Research Operations Research/Decision Theory Optimization Optimization algorithms Programming Quadratic programming Statistics Studies Sequential equality-constrained optimization Nonlinear programming Numerical experiments Augmented Lagrangian
ISSN:	0926-6003, 1573-2894
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Abstract	A novel idea is proposed for solving optimization problems with equality constraints and bounds on the variables. In the spirit of sequential quadratic programming and sequential linearly-constrained programming, the new proposed approach approximately solves, at each iteration, an equality-constrained optimization problem. The bound constraints are handled in outer iterations by means of an augmented Lagrangian scheme. Global convergence of the method follows from well-established nonlinear programming theories. Numerical experiments are presented.
AbstractList	A novel idea is proposed for solving optimization problems with equality constraints and bounds on the variables. In the spirit of sequential quadratic programming and sequential linearly-constrained programming, the new proposed approach approximately solves, at each iteration, an equality-constrained optimization problem. The bound constraints are handled in outer iterations by means of an augmented Lagrangian scheme. Global convergence of the method follows from well-established nonlinear programming theories. Numerical experiments are presented.
Author	Bueno, L. F. Martínez, J. M. Birgin, E. G.
Author_xml	– sequence: 1 givenname: E. G. surname: Birgin fullname: Birgin, E. G. email: egbirgin@ime.usp.br organization: Department of Computer Science, Institute of Mathematics and Statistics, University of São Paulo – sequence: 2 givenname: L. F. surname: Bueno fullname: Bueno, L. F. organization: Institute of Science and Technology, Federal University of São Paulo – sequence: 3 givenname: J. M. surname: Martínez fullname: Martínez, J. M. organization: Department of Applied Mathematics, Institute of Mathematics, Statistics, and Scientific Computing, State University of Campinas
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CitedBy_id	crossref_primary_10_1080_10556788_2019_1702661 crossref_primary_10_1007_s10957_018_1401_7 crossref_primary_10_1007_s10589_017_9937_2 crossref_primary_10_1007_s10589_019_00161_2 crossref_primary_10_1137_18M121040X crossref_primary_10_1137_20M1378399 crossref_primary_10_1016_j_jenvman_2017_05_009 crossref_primary_10_1016_j_ifacol_2023_10_1747 crossref_primary_10_1007_s11590_019_01395_z crossref_primary_10_1016_j_jocs_2017_10_001
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Snippet	A novel idea is proposed for solving optimization problems with equality constraints and bounds on the variables. In the spirit of sequential quadratic...
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SubjectTerms	Algorithms Applied mathematics Computation Convergence Convex and Discrete Geometry Experiments Iterative methods Linear programming Management Science Mathematical models Mathematics Mathematics and Statistics Methods Nonlinear programming Operations Research Operations Research/Decision Theory Optimization Optimization algorithms Programming Quadratic programming Statistics Studies
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Title	Sequential equality-constrained optimization for nonlinear programming
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