Back to Search Start Over

The Squared Slacks Transformation in Nonlinear Programming

Authors :
Dominique Orban
Paul Armand
DMI (XLIM-DMI)
XLIM (XLIM)
Université de Limoges (UNILIM)-Centre National de la Recherche Scientifique (CNRS)-Université de Limoges (UNILIM)-Centre National de la Recherche Scientifique (CNRS)
GERAD
École Polytechnique de Montréal (EPM)
Source :
Sultan Qaboos University Journal for Science, Vol 17, Iss 1, Pp 22-29 (2012), SQU Journal for Science, SQU Journal for Science, 2012, 17 (1), pp 22-29
Publication Year :
2012
Publisher :
Sultan Qaboos University, 2012.

Abstract

International audience; In this short paper, we recall the use of squared slacks used to transform inequality constraints into equalities and several reasons why their introduction may be harmful in many algorithmic frameworks routinely used in nonlinear programming. Numerical examples performed with the sequential quadratic programming method illustrate those reasons. Our results are reproducible with state-of-the-art implementations of the methods concerned and mostly serve a pedagogical purpose, which we believe will be useful not only to practitioners and students, but also to researchers.

Details

Language :
English
Volume :
17
Issue :
1
Database :
OpenAIRE
Journal :
Sultan Qaboos University Journal for Science
Accession number :
edsair.doi.dedup.....c1522d42c90addfdde3d22f63334b376