Foundations of Constrained Optimization
|Title||Foundations of Constrained Optimization|
|Publication Type||Book Chapter|
|Year of Publication||2011|
|Authors||Leyffer, S, Mahajan, A|
|Book Title||Wiley Encyclopedia of Operations Research and Management Science|
|Publisher||John Wiley and Sons, Inc.|
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.