Extensions of SUMT for Nonlinear Programming: Equality Constraints and Extrapolation

Published Online:https://doi.org/10.1287/mnsc.12.11.816

This paper extends the Sequential Unconstrained Minimization Technique for nonlinear programming to include problems where the constraints are a mixture of inequalities and equalities. Theorems indicating the dual nature of the method and the solution of a subproblem are given. Finally, the theoretical basis for a k-point extrapolation procedure is established.

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