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

Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

86 Téléchargements (Pure)

Résumé

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.

langue originale	Anglais
Pages (de - à)	89-97
Nombre de pages	9
journal	Mathematical Programming
Volume	67
Numéro de publication	1
Les DOIs	https://doi.org/10.1007/BF01582214
Etat de la publication	Publié - 26 oct. 1994

Accès au document

10.1007/BF01582214

Tech reportmanuscrit soumis, 118 KB

Autres fichiers et liens

Link to publication in Scopus

1 Terminé
1 Actif

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
Sartenaer, A. & TOINT, P.
1/01/87 → …
Projet: Axe de recherche
LANCELOT: LANCELOT, un logiciel pour l'optimisation non linéaire de grande taille
TOINT, P., Sartenaer, A., Gould, N. I. M. & Conn, A.
1/09/87 → 1/09/00
Projet: Recherche

Contient cette citation

@article{7d478f067c0742d2a95893c33cca544e,

title = "A note on exploiting structure when using slack variables",

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.",

author = "Andy Conn and Nick Gould and Philippe Toint",

year = "1994",

month = oct,

day = "26",

doi = "10.1007/BF01582214",

language = "English",

volume = "67",

pages = "89--97",

journal = "Mathematical Programming",

issn = "1436-4646",

publisher = "Springer-Verlag GmbH and Co. KG",

number = "1",

}

TY - JOUR

T1 - A note on exploiting structure when using slack variables

AU - Conn, Andy

AU - Gould, Nick

AU - Toint, Philippe

PY - 1994/10/26

Y1 - 1994/10/26

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0028529306&partnerID=8YFLogxK

U2 - 10.1007/BF01582214

DO - 10.1007/BF01582214

M3 - Article

SN - 1436-4646

VL - 67

SP - 89

EP - 97

JO - Mathematical Programming

JF - Mathematical Programming

IS - 1

ER -

A note on exploiting structure when using slack variables

Résumé

Accès au document

Autres fichiers et liens

Empreinte digitale

Projets

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

LANCELOT: LANCELOT, un logiciel pour l'optimisation non linéaire de grande taille

Contient cette citation