Foundations of Constrained Optimization

TitleFoundations of Constrained Optimization
Publication TypeBook Chapter
Year of Publication2011
AuthorsLeyffer, S, Mahajan, A
Book TitleWiley Encyclopedia of Operations Research and Management Science
PublisherJohn Wiley and Sons, Inc.
Other NumbersANL/MCS-P1767-0610
Abstract

This chapter presents the foundations of nonlinearly constrained optimization, or nonlinear programming. We emphasize general methods and highlight their key components, such as approximate subproblem and global convergence mechanism. We summarize convergence results. Keywords: Mathematical programming methods, Newton-type methods, nonlinear programming, interior-point methods, sequential quadratic programming, sequential linear programming, augmented Lagrangian methods.

URLhttp://dx.doi.org/10.1002/9780470400531.eorms0630
PDFhttp://www.mcs.anl.gov/papers/P1767.pdf