Determination of the Search Direction in Quadratic Constrained Optimization

ABSTRACT

This paper provides a method for computing search direction for constrained nonlinear optimization problems. We discuss some important differences in formulation and solution that arise in quadratic programming based methods for nonlinearly constrained optimization with particular emphasis on the treatment of inequality constraints. Some issues including incompatibility or ill-conditioning of the constraints determination of active set and estimation of Lagrange multipliers are discussed.

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Updated: June 26, 2023 — 3:25 am