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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Bibliographic Details
Published in:	Computational optimization and applications Vol. 65; no. 3; pp. 699 - 721
Main Authors:	Birgin, E. G., Bueno, L. F., Martínez, J. M.
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.12.2016 Springer Nature B.V
Subjects:	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
Online Access:	Get full text
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