slack variables

The use of squared slack variables in nonlinear second-order cone programming

  • Ellen H. Fukuda
  • Masao Fukushima
    • Categories Nonlinear Optimization, Second-Order Cone Programming Tags , , ,

    In traditional nonlinear programming, the technique of converting a problem with inequality constraints into a problem containing only equality constraints, by the addition of squared slack variables, is well-known. Unfortunately, it is considered to be an avoided technique in the optimization community, since the advantages usually do not compensate for the disadvantages, like the increase … Read more

    Global Optimization via Slack Variables

  • Isaac Siwale
    • Categories Global Optimization, Multi-Criteria Optimization, Nonlinear Optimization Tags , , , ,

    This paper presents a method for finding global optima to constrained nonlinear programs via slack variables. The method only applies if all functions involved are of class C1 but without any further qualification on the types of constraints allowed; it proceeds by reformulating the given program into a bi-objective program that is then solved for … Read more