Computation of the search direction in constrained optimization algorithms

DOI10.1007/BFB0120948MaRDI QIDQ3934160zbMATH OpenOpenAlexFDO

Authors Walter Murray, Margaret H. Wright

Publication date 1982

Published in Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bfb0120948

zbMATH Keywords

constrained optimizationactive set strategiessearch directionLagrange multiplier estimatesquadratic direction search process

Mathematics Subject Classification ID

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

Cited in

(4)

• Optimization over the efficient set using an active constraint approach
• Recent developments in constrained optimization
• Procedures for optimization problems with a mixture of bounds and general linear constraints
• An active constraints Newton algorithm for the spatial price equilibrium problem

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