A system for finding a solution to a constrained optimization problem is
disclosed. The system uses a mathematical formulation describing the
constrained optimization problem. A transformer builds a specific
function using the mathematical formulation, variables; an objective
function; at least one constraint; a class of transformation functions
with a predefined set of properties; and Lagrange multipliers. The
specific function may include a nonlinear resealing part; and an
augmented Lagrangian part. An iterative solver uses the specific
function, and Lagrange multipliers to generate a solution.