Software For Nonlinearly Constrained Optimization
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Leyffer, S. and Mahajan, A. 2011. Software For Nonlinearly Constrained Optimization. Wiley Encyclopedia of Operations Research and Management Science.
- Published Online: 15 FEB 2011
We categorize and survey software packages for solving constrained nonlinear optimization problems, including interior-point methods, sequential linear/quadratic programming methods, and augmented Lagrangian methods. In each case, we highlight the main methodological components and provide a brief summary of interfaces and availability.
- mathematical programming methods;
- Newton-type methods, nonlinear programming;
- interior-point methods;
- sequential quadratic programming;
- sequential linear programming