Iterative Optimization with Equality Constraints

Published Online:https://doi.org/10.1287/moor.9.4.592

We discuss certain globally convergent iterative procedures for determining an “extremal” of a nonconvex optimization problem with a finite number of equality constraints and infinite-dimensional inclusion constraints. These procedures are designed for nonlinear programming and for relaxed optimal control problems with isoperimetric and unilateral restrictions. We also present a variant of one such procedure which does not involve any infinite subiterations.

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