A second-order method for the general nonlinear programming problem |
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| Authors: | H Mukai E Polak |
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| Institution: | (1) Department of Systems Science and Mathematics, Washington University, St. Louis, Missouri;(2) Department of Electrical Engineering and Computer Sciences, and the Electronics Research Laboratory, University of California, Berkeley, Califorinia |
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| Abstract: | This paper presents a multiplier-type method for nonlinear programming problems with both equality and inequality constraints. Slack variables are used for the inequalities. The penalty coefficient is adjusted automatically, and the method converges quadratically to points satisfying second-order conditions.The work of the first author was supported by NSF RANN and JSEP Contract No. F44620-71-C-0087; the work of the second author was supported by the National Science Foundation Grant No. ENG73-08214A01 and US Army Research Office Durham Contract No. DAHC04-73-C-0025. |
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| Keywords: | Multiplier method quadratic convergence nonlinear programming slack variables |
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