Nonlinear Equality Constraints

To handle nonlinear equality constraints, RFSQP incorporates a modification of a scheme due to Mayne & Polak. Equality constraints

are turned into inequality constraints

The algorithm generates iterates that are feasible for the new inequalities Negative values are penalized, i.e. the objective function is replaced with

where

are positive penalty parameters (iteratively increased, but bounded).

The result is a differentiable exact penalty function.

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Last modified: February 21, 2005