This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder.

Search for Publication

Year(s) from:  to 
Keywords (separated by spaces):

Constrained Optimization

C. Brechb├╝hler
BIWI-TR-166, 1995
Swiss Federal Institute of Technology, Communication Technology Laboratory, Image Science


A method is presented for the solution of nonlinear optimization problems with nonlinear equality and inequality constraints. It is applicable to large sparse problems. The proposed method employs an active set strategy for handling inequalities. It concurrently uses the Newton-Raphson scheme to solve the constraint equations and Conjugate Gradients to minimize the augmented Lagrangian function. The former uses the subspace spanned by the constraint gradients, the latter in its orthogonal complement.

Download in postscript format
  author = {C. Brechb\"uhler},
  title = {Constrained Optimization},
  year = {1995},
  number = {BIWI-TR-166},
  institution = {Swiss Federal Institute of Technology, Communication Technology Laboratory, Image Science},
  keywords = {optimization, deformable, non-linear}