squared slacks

The Squared Slacks Transformation in Nonlinear Programming

  • Paul Armand
  • Dominique Orban
    • Categories Constrained Nonlinear Optimization Tags , ,

    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. CitationCahier du GERAD G-2007-62, Aug. 2007ArticleDownload View PDF