A line search exact penalty method using steering rules (Q431002): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Normalize DOI.
Property / DOI
 
Property / DOI: 10.1007/s10107-010-0408-0 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1007/S10107-010-0408-0 / rank
 
Normal rank

Revision as of 01:31, 9 December 2024

scientific article
Language Label Description Also known as
English
A line search exact penalty method using steering rules
scientific article

    Statements

    A line search exact penalty method using steering rules (English)
    0 references
    0 references
    0 references
    0 references
    26 June 2012
    0 references
    The article of Richard H. Bryd, Gabriel Lopez-Calva and Jorge Nocedal is a valuable contribution to the field of numerical nonlinear optimization - such to say, another milestone in the series of the authors' contributions to this important area of Applied and Industrial Mathematics and Operational Research. This work impresses by the appropriate, elegant and comfortable use and combination of some basic ideas and principles of optimization theory and numerical mathematics, well directed and eventually proven to be successful. As the authors point out, line search algorithms for nonlinear programming must include safeguards to permit global convergence. This article presents an exact penalization approach which extends the class of problems solvable by a line search sequential quadratic programming algorithm. In the new methods, the penalty parameter is adjusted at every iteration to guarantee sufficient progress in the linear feasibility and to promote acceptance of the step. A trust region is assists in the determination of the penalty parameter, however, not in the step computation. It is shown that the algorithm enjoys favorable global convergence properties. Numerical experiments illustrate the behavior of the algorithm on various difficult situations. The mathematically deep and strong article paper is well-written and well-structured. Problems, formulas, algorithms and tables are put with care, meaningful and with success. The five sections of the paper are as follows: 1. Introduction, 2. A line search penalty method, 3. Convergence analysis, 4. Numerical experiments, and 5. Final remarks. In future, further deep methods and results can be expected, prepared and supported by this research paper. These advances can lead to a great progress in the areas of science, engineering, economics, finance, OR, medicine and healthcare and, herewith, to improvements of the living conditions and expectations of the peoples on earth.
    0 references
    Line search
    0 references
    Sequential quadratic programming
    0 references
    Exact penalty method
    0 references
    Steering rules
    0 references
    Trust region
    0 references
    Convergence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers