This paper presents a reformulation that is a natural “by-product” of the ‘variable endogenization’ process for equality-constrained programs. The method results a partial relaxation of the constraints which in turn confers some computational advantages. A fully-annotated example illustrates the technique and presents some comparative numerical results.
Siwale, I.: Partial Relaxation of Equality-constrained Programs. Technical Report No. RD-24-2015, London: Apex Research Ltd (2015)