PROBLEMS WITH LINEAR CONSTRAINTS

Richard W. Cottle () and Mukund N. Thapa
Additional contact information
Richard W. Cottle: Stanford University
Mukund N. Thapa: Optical Fusion, Inc.

Chapter Chapter 12 in Linear and Nonlinear Optimization, 2017, pp 419-468 from Springer

Abstract: Abstract The optimization methods presented in this chapter are for solving the important class of nonlinear programs with linear constraints, that is, linear equations and/or linear inequalities. The algorithms covered here are based on ones designed for unconstrained optimization, but they are modified to take account of the constraints.

Keywords: Search Direction; Linear Constraint; Null Space; Feasible Point; Active Constraint (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4939-7055-1_12

Ordering information: This item can be ordered from
http://www.springer.com/9781493970551

DOI: 10.1007/978-1-4939-7055-1_12

Access Statistics for this chapter

More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().