
Chapter 2
Sequential Optimization
2.1 Overview ......................................................... 25
2.2 Examples of SUM ................................................ 26
2.2.1 Barrier-Function Methods ............................... 27
2.2.2 Penalty-Function Methods .............................. 27
2.3 Auxiliary-Function Methods ..................................... 28
2.3.1 General AF Methods .................................... 28
2.3.2 AF Requirements ........................................ 28
2.3.3 Majorization Minimization .............................. 29
2.3.4 The Method of Auslander and Teboulle ................ 29
2.3.5 The EM Algorith ...