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Title: Nonlinear equality constraints in feasible sequential quadratic programming

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):
CONF-9408161-
TRN: 94:009753-0525
Resource Type:
Conference
Resource Relation:
Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 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.
Publisher:
Univ. of Michigan, Ann Arbor, MI (United States)
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