Abstract
Let us consider the following general nonlinear optimization problem:subject to:where x ∈ ℝ n,E ≜ {1, … , m e } and I c ≜ {1, … , m}. The functions c i : ℝ n → ℝ, i ∈ I c ∪ E, are assumed to be twice continuously differentiable on ℝ n. I l , I u ⊆ {1, … , n}. To simplify the presentation of the algorithm, the simple bounds on the variables are also denoted c i (x). Define I sb as the set of indices such that for all j ∈ I l ∪ I u there is an i ∈ I sb with the property:
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Andrei, N. (2017). A Penalty-Barrier Algorithm: SPENBAR. In: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology. Springer Optimization and Its Applications, vol 121. Springer, Cham. https://doi.org/10.1007/978-3-319-58356-3_8
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