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ADSWITCH: A Simple First-Order Algorithm for Full-Rank Equality Constrained Optimization

Gratton, Serge et al.
arXiv (All) · Papers
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f-2-1g-1-6optimization-and-control
A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that reduce infeasibility, without using a merit function or filter.
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