Abstract
We 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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This research was supported in part by the Advanced Research Projects Agency of the Department of Defense and was monitored by the Air Force Office of Scientific Research under Contract No F49620-91-C-0079. The United States Goverment is authorized to reproduce and distribute reprints for governmental purposes notwithstanding any copyright notation hereon.
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Conn, A.R., Gould, N. & Toint, P.L. A note on exploiting structure when using slack variables. Mathematical Programming 67, 89–97 (1994). https://doi.org/10.1007/BF01582214
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DOI: https://doi.org/10.1007/BF01582214