A robust SQP method based on a smoothing lower order penalty function†

DOI10.1080/02331930701761193zbMath1158.90405OpenAlexW2080269495MaRDI QIDQ3622004

Kaiwen Meng, Xiao Qi Yang, Sheng Jie Li

Publication date: 23 April 2009

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930701761193

zbMATH Keywords

nonlinear programmingregularity conditionSQP method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (7)

A second-order smooth penalty function algorithm for constrained optimization problems ⋮ Solving nonsmooth and discontinuous optimal power flow problems via interior-point \(\ell_p\)-penalty approach ⋮ An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization ⋮ On Smoothingl₁Exact Penalty Function for Constrained Optimization Problems ⋮ Robust penalty function method for an uncertain multi-time control optimization problems ⋮ Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems ⋮ A penalty function method based on smoothing lower order penalty function

Cites Work

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• Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
• A Robust Algorithm for Optimization with General Equality and Inequality Constraints
• An exact lower order penalty function and its smoothing in nonlinear programming

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