Sequential equality-constrained optimization for nonlinear programming

A novel idea is proposed for solving optimization problems with equality constraints and bounds on the variables. In the spirit of sequential quadratic programming and sequential linearly-constrained programming, the new proposed approach approximately solves, at each iteration, an equality-constrained optimization problem. The bound constraints are handled in outer iterations by means of an augmented Lagrangian scheme. Global convergence of the method follows from well-established nonlinear programming theories. Numerical experiments are presented65699721CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQFUNDAÇÃO CARLOS CHAGAS FILHO DE AMPARO À PESQUISA DO ESTADO DO RIO DE JANEIRO - FAPERJFUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP309517/2014-1; 303750/2014-6E-26/111.449/2010-APQ12010/10133-0; 2013/03447-6; 2013/05475-7; 2013/07375-0; 2015/02528-