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Add a square slack model #139
Description
I propose to add a new slack-model: square-slack-model.
It would transform the problem
into
see
I have a few questions @dpo, is this the formulation you had in mind last week ? Do we apply this procedure only on nonlinear inequality constraints or to box constraints as well ? For my solver, I'd need to apply it to both but i am not sure whether this is a good thing to do in general.
Activity
dpo commentedon Mar 12, 2026
@MaxenceGollier The squared slacks transformation is useful in theory (for example, to derive the augmented Lagrangian method for inequality constraints or the second-order stationarity conditions for problems with inequality constraints), but in practice, it has serious disadvantages: https://publications.polymtl.ca/4755/1/2012_Armand_Squared_slacks_transformation_nonlinear_programming.pdf
MaxenceGollier commentedon Mar 16, 2026
@dpo, I am confused, you suggested a few weeks ago for me to use this approach to allow my equality-constraint solver to handle inequalities ?
dpo commentedon Mar 16, 2026
I said it would be an easy way to perform quick tests on inequality-constrained problems, but I don't think it's a viable long-term approach.
MaxenceGollier commentedon Mar 19, 2026
Ha, ok, closing this then.