A note on exploiting structure when using slack variables (Q1340068)

The authors show how to exploit the structure inherent in the linear algebra for constrained nonlinear optimization problems of the form \[ \underset{x\in \mathbb{R}^n}{\text{minimize}} f(x),\quad\text{subject to}\quad \ell_y\leq c(x)\leq u_y\quad\text{and}\quad \ell_x\leq x\leq u_x, \] when inequality constraints have been converted to equations by adding slack variables and the problem is solved using an augmented Lagrangian method.