A Sequential Linear Constraint Programming Algorithm for NLP
Published in SIAM Journal on Optimization • Jan 1, 2012
NobleIDNI5P87W36R93S77
Authors:
Roger Fletcher
Abstract
A new method for nonlinear programming (NLP) using sequential linear constraint programming (SLCP) is described. Linear constraint programming (LCP) subproblems are solved by a new code using a recently developed spectral gradient method for minimization. The method requires only first derivatives a...
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