Title of article :
The Squared Slacks Transformation in Nonlinear Programming
Author/Authors :
Armand, Paul Universite de Limoges - Institut de Recherche XLIM, CNRS, France , Orban, Dominique Ecole Polytechniquede Montreal - GERAD and Departement de Mathematiques et de Genie Industriel, Canada
Abstract :
In this short paper, we recall the use of squared slacks used to transform inequality constraints into equalities and several reasons why their introduction may be harmful in many algorithmic frameworks routinely used in nonlinear programming. Numerical examples performed with the sequential quadratic programming method illustrate those reasons. Our results are reproducible with state-of-the-art implementations of the methods concerned and mostly serve a pedagogical purpose, which we believe will be useful not only to practitioners and students, but also to researchers.
Keywords :
Squared slacks transformation , Nonlinear programming.
Journal title :
Sultan Qaboos University Journal for Science
Journal title :
Sultan Qaboos University Journal for Science