A note on exploiting structure when using slack variables

Andy Conn; Nick Gould; Philippe Toint

doi:10.1007/BF01582214

A note on exploiting structure when using slack variables

Andy Conn, Nick Gould, Philippe Toint

Research output: Contribution to journal › Article › peer-review

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Abstract

We show how to exploit the structure inherent in the linear algebra for constrained nonlinear optimization problems when inequality constraints have been converted to equations by adding slack variables and the problem is solved using an augmented Lagrangian method. © 1994 The Mathematical Programming Society, Inc.

Original language	English
Pages (from-to)	89-97
Number of pages	9
Journal	Mathematical Programming
Volume	67
Issue number	1
DOIs	https://doi.org/10.1007/BF01582214
Publication status	Published - 26 Oct 1994

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10.1007/BF01582214

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Cite this

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abstract = "We show how to exploit the structure inherent in the linear algebra for constrained nonlinear optimization problems when inequality constraints have been converted to equations by adding slack variables and the problem is solved using an augmented Lagrangian method. {\textcopyright} 1994 The Mathematical Programming Society, Inc.",

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A note on exploiting structure when using slack variables

Abstract

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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

LANCELOT: LANCELOT, a package for the solution of large-scale nonlinear optimization problems

Cite this

A note on exploiting structure when using slack variables

Abstract

Access to Document

Other files and links

Fingerprint

Projects

ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

LANCELOT: LANCELOT, a package for the solution of large-scale nonlinear optimization problems

Cite this