A.R. Conn, Nick Gould, et al.
Numerische Mathematik
Paper
A note on exploiting structure when using slack variables
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. © 1994 The Mathematical Programming Society, Inc.
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