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LANS Publications

"Foundations of Constrained Optimization"

S. Leyffer and A. Mahajan

Wiley Encyclopedia of Operations Research and Management Science, John Wiley and Sons, Inc., . Also Preprint ANL/MCS-P1767-0610

Preprint Version: [pdf]

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.