PROBLEMS WITH NONLINEAR CONSTRAINTS

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

Chapter Chapter 13 in Linear and Nonlinear Optimization, 2017, pp 469-516 from Springer

Abstract: Abstract In Chap. 12, we presented an Active Set Method for solving optimization problems with a nonlinear objective and linear constraints. There we saw that when moving in a linear direction from one feasible point to another, we could keep a subset of the constraints active (or satisfied). This, in general, is not possible for nonlinear constraints, and the development of appropriate algorithms must take this into account.

Keywords: Penalty Function; Null Space; Penalty Parameter; Sequential Quadratic Programming; Constraint Violation (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/978-1-4939-7055-1_13

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