Nonlinear equality constraints in feasible sequential quadratic programming
Abstract
In this talk we show that convergence of a feasible sequential quadratic programming algorithm modified to handle smooth nonlinear equality constraints. The modification of the algorithm to incorporate equality constraints is based on a scheme proposed by Mayne and Polak and is implemented in fsqp/cfsqp, an optimization package that generates feasible iterates. Nonlinear equality constraints are treated as {open_quotes}{<=}type constraints to be satisfied by all iterates, thus precluding any positive value, and an exact penalty term is added to the objective function which penalizes negative values. For example, the problem minimize f(x) s.t. h(x) = 0, with h(x) a scalar, is replaced by minimize f(x)  ch(x) s.t. h(x) {<=} 0. The modified problem is equivalent to the original problem when c is large enough (but finite). Such a value is determined automatically via iterative adjustments.
 Authors:
 Publication Date:
 OSTI Identifier:
 36202
 Report Number(s):
 CONF9408161
TRN: 94:0097530525
 Resource Type:
 Conference
 Resource Relation:
 Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 1519 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
 Country of Publication:
 United States
 Language:
 English
 Subject:
 99 MATHEMATICS, COMPUTERS, INFORMATION SCIENCE, MANAGEMENT, LAW, MISCELLANEOUS; NONLINEAR PROBLEMS; NUMERICAL SOLUTION; MATRICES; NONLINEAR PROGRAMMING; PARAMETRIC ANALYSIS; ALGORITHMS
Citation Formats
Lawrence, C., and Tits, A.. Nonlinear equality constraints in feasible sequential quadratic programming. United States: N. p., 1994.
Web.
Lawrence, C., & Tits, A.. Nonlinear equality constraints in feasible sequential quadratic programming. United States.
Lawrence, C., and Tits, A.. 1994.
"Nonlinear equality constraints in feasible sequential quadratic programming". United States.
doi:.
@article{osti_36202,
title = {Nonlinear equality constraints in feasible sequential quadratic programming},
author = {Lawrence, C. and Tits, A.},
abstractNote = {In this talk we show that convergence of a feasible sequential quadratic programming algorithm modified to handle smooth nonlinear equality constraints. The modification of the algorithm to incorporate equality constraints is based on a scheme proposed by Mayne and Polak and is implemented in fsqp/cfsqp, an optimization package that generates feasible iterates. Nonlinear equality constraints are treated as {open_quotes}{<=}type constraints to be satisfied by all iterates, thus precluding any positive value, and an exact penalty term is added to the objective function which penalizes negative values. For example, the problem minimize f(x) s.t. h(x) = 0, with h(x) a scalar, is replaced by minimize f(x)  ch(x) s.t. h(x) {<=} 0. The modified problem is equivalent to the original problem when c is large enough (but finite). Such a value is determined automatically via iterative adjustments.},
doi = {},
journal = {},
number = ,
volume = ,
place = {United States},
year = 1994,
month =
}

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