CHAPTER 3
Constrained Nonlinear Programming
P.E. Gill, W. Murray, M.A. Saunders and M.H. Wright
1. Equality constraints*
2. Equality-constrained quadratic programming
3. Overview of methods
4. The quadratic penality function
5. The /1 penalty function
6. Sequential quadratic programming methods
7. Sequential linearly constrained methods
8. Augmented Lagrangian methods
9. Inequality constraints
10. Inequality-constrained quadratic programming
11. Penalty-function methods for inequalities
12. Sequential quadratic programming methods
13. Sequential linearly constrained methods
14. Augmented Lagrangian methods
15. Barrier-function methods
* The first two pages of the chapters are available as PDF file.
