Sequential equality-constrained optimization for nonlinear programming
Data
2016
Autores
Bueno, Luis Felipe 
Tipo
Artigo
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Resumo
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-constrained optimization problem. The bound constraints are handled in outer iterations by means of an augmented Lagrangian scheme. Global convergence of the method follows from well-established nonlinear programming theories. Numerical experiments are presented.
Descrição
Citação
Computational Optimization And Applications. New York, v. 65, n. 3, p. 699-721, 2016.