Projection methods for non-linear programming

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1973 English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 4, pages 245-268 (issn: 0025-5610, eissn: 1436-4646,

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Authors: R. W. H. Sargent; Bruce A. Murtagh;

doi: 10.1007/bf01584669

Projection methods for non-linear programming

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Abstract

Several algorithms are presented for solving the non-linear programming problem, based on “variable-metric” projections of the gradient of the objective function into a local approximation to the constraints. The algorithms differ in the nature of this approximation. Inequality constraints are dealt with by selecting at each step a subset of “active” constraints to treat as equalities, this subset being the smallest necessary to ensure that the new point remains feasible. Some numerical results are given for the Colville problems.

Related Organizations

Imperial College London
United Kingdom

Keywords

Numerical mathematical programming methods, Nonlinear programming

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