On solving three classes of nonlinear programming problems via simple differentiable penalty functions (Q1821693): Difference between revisions

We consider the following classes of nonlinear programming problems: the minimization of smooth functions subject to general constraints and simple bounds on the variables; the nonlinear \(\ell _ 1\)-problem; and the minimax problem. Numerically reliable methods for solving problems in each of these classes, based upon exploiting the structure of the problem in constructing simple differentiable penalty functions, are presented.