Foundations of 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. Foundations of Constrained Optimization. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
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.
- mathematical programming methods;
- Newton-type methods;
- nonlinear programming;
- interior-point methods;
- sequential quadratic programming;
- sequential linear programming;
- augmented Lagrangian methods