The Squared Slacks Transformation in Nonlinear Programming

Paul Armand(paul.armandunilim.fr)
Dominique Orban(dominique.orbangerad.ca)

Abstract: 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.

Keywords: Squared Slacks, Sequential Quadratic Programming, Nonlinear Optimization

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: Cahier du GERAD G-2007-62, Aug. 2007

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Entry Submitted: 08/31/2007
Entry Accepted: 08/31/2007
Entry Last Modified: 08/31/2007

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