A note on exploiting structure when using slack variables

DOI10.1007/BF01582214zbMath0827.90126OpenAlexW2150652085WikidataQ58185908 ScholiaQ58185908MaRDI QIDQ1340068

Andrew R. Conn, Nick I. M. Gould, Phillipe L. Toint

Publication date: 11 December 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582214

zbMATH Keywords

constrained nonlinear optimizationaugmented Lagrangian

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items

The use of squared slack variables in nonlinear second-order cone programming, Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization, A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm

Uses Software

• LANCELOT

Cites Work

• Multiplier and gradient methods
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Inexact Newton Methods
• Large-scale linearly constrained optimization
• Projected Newton Methods for Optimization Problems with Simple Constraints
• A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
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