Standard Article

Foundations of Constrained Optimization

  1. Sven Leyffer,
  2. Ashutosh Mahajan

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0630

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Leyffer, S. and Mahajan, A. 2011. Foundations of Constrained Optimization. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. Argonne National Laboratory, Mathematics and Computer Science Division, Argonne, Illinois

Publication History

  1. Published Online: 15 FEB 2011

Abstract

This article presents the foundations of nonlinearly constrained optimization, or nonlinear programming. We emphasize general methods and highlight their key components, such as the approximate subproblem and global convergence mechanism. We summarize convergence results.

Keywords:

  • mathematical programming methods;
  • Newton-type methods;
  • nonlinear programming;
  • interior-point methods;
  • sequential quadratic programming;
  • sequential linear programming;
  • augmented Lagrangian methods