Article ID: | iaor19961433 |
Country: | Netherlands |
Volume: | 67 |
Issue: | 1 |
Start Page Number: | 89 |
End Page Number: | 97 |
Publication Date: | Oct 1994 |
Journal: | Mathematical Programming (Series A) |
Authors: | Toint Ph.L., Conn A.R., Gould Nick |
The authors show how to exploit the structure inherent in the linear algebra for constrained nonlinear optimization problems when inequality constraints have been converted to equations by adding slack variables and the problem is solved using an augmented Lagrangian method.