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
On-line prístup:	Získať plný text
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