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Sequential equality-constrained optimization for nonlinear programming. (English) Zbl 1357.90150
Summary: A novel idea is proposed for solving optimization problems with equality constraints and bounds on the variables. In the spirit of sequential quadratic programming and sequential linearly-constrained programming, the new proposed approach approximately solves, at each iteration, an equality-constrained optimization problem. The bound constraints are handled in outer iterations by means of an augmented Lagrangian scheme. Global convergence of the method follows from well-established nonlinear programming theories. Numerical experiments are presented.

MSC:
90C30 Nonlinear programming
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