Canonical coordinates method for equality-constrained nonlinear optimization.

DOI10.1016/S0096-3003(02)00217-5MaRDI QIDQ1406229zbMATH OpenOpenAlexFDO

Authors D. Massart, Hung-Chieh Chang, Nagabhushana Prabhu

Publication date 9 September 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(02)00217-5

canonical coordinates constrained optimization convergence feasible-points method nonlinear equations nonlinear optimization nonlinear programming numerical examples optimality conditions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

A new approach for solving constrained optimization problems, called canonical coordinates method (CCM), is given. The CCM uses dynamically in each step a coordinate system that is most appropriate for decribing the local geometry around the current iterate. The CCM is able to maintain feasibility in equality-constrained nonlinear optimization without having to solve systems of nonlinear equations. The convergence of the method is proved. Few numerical examples show that CCM solves problems that cannot be solved with the NLP solver in MATLAB.

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