A note on exploiting structure when using slack variables

A note on exploiting structure when using slack variables

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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: , ,
Abstract:

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.

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