Sequential equality-constrained optimization for nonlinear programming

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dc.citation.issue3
dc.citation.volume65
dc.contributor.authorBirgin, E. G.
dc.contributor.authorBueno, Luis Felipe [UNIFESP]
dc.contributor.authorMartinez, J. M.
dc.coverageNew York
dc.date.accessioned2020-07-31T12:47:14Z
dc.date.available2020-07-31T12:47:14Z
dc.date.issued2016
dc.description.abstractA 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.en
dc.description.affiliationUniv Sao Paulo, Inst Math & Stat, Dept Comp Sci, Sao Paulo, SP, Brazil
dc.description.affiliationUniv Fed Sao Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP, Brazil
dc.description.affiliationUniv Estadual Campinas, Inst Math Stat & Sci Comp, Dept Appl Math, Campinas, SP, Brazil
dc.description.affiliationUnifespInstitute of Science and Technology, Universidade Federal de São Paulo (UNIFESP), São José dos Campos, Brazil
dc.description.sourceWeb of Science
dc.description.sponsorshipPrograma de Apoio a Núcleos de Excelência (PRONEX)-Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)/Fundação de Amparo à Pesquisa do Estado do Rio de Janeiro (FAPERJ)
dc.description.sponsorshipFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.description.sponsorshipConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.description.sponsorshipIDPRONEX-CNPq/FAPERJ: E-26/111.449/2010-APQ1
dc.description.sponsorshipIDFAPESP: 2010/10133-0
dc.description.sponsorshipIDFAPESP: 2013/03447-6
dc.description.sponsorshipIDFAPESP: 2013/05475-7
dc.description.sponsorshipIDFAPESP: 2013/07375-0
dc.description.sponsorshipIDFAPESP: 2015/02528-8
dc.description.sponsorshipIDCNPq: 309517/2014-1
dc.description.sponsorshipIDCNPq: 303750/2014-6
dc.format.extent699-721
dc.identifierhttp://dx.doi.org/10.1007/s10589-016-9849-6
dc.identifier.citationComputational Optimization And Applications. New York, v. 65, n. 3, p. 699-721, 2016.
dc.identifier.doi10.1007/s10589-016-9849-6
dc.identifier.issn0926-6003
dc.identifier.urihttps://repositorio.unifesp.br/handle/11600/56678
dc.identifier.wosWOS:000387773500006
dc.language.isoeng
dc.publisherSpringer
dc.relation.ispartofComputational Optimization And Applications
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subjectNonlinear programmingen
dc.subjectSequential equality-constrained optimizationen
dc.subjectAugmented Lagrangianen
dc.subjectNumerical experimentsen
dc.titleSequential equality-constrained optimization for nonlinear programmingen
dc.typeinfo:eu-repo/semantics/article
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