Second-order conditions for an exact penalty function

DOI10.1007/BF01581639zbMath0441.65053OpenAlexW2002489472MaRDI QIDQ3883398

Thomas F. Coleman, Andrew R. Conn

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581639

zbMATH Keywords

constrained optimizationoptimality conditionspenalty functioncharacterization of a local solution

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Optimality conditions for minimax problems (49K35)

Related Items (17)

Nonlinear programming via an exact penalty function: Global analysis ⋮ Nonlinear programming via an exact penalty function: Asymptotic analysis ⋮ An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization ⋮ A conic trust-region method for optimization with nonlinear equality and inequality constrains via active-set strategy ⋮ Automatic decrease of the penalty parameter in exact penalty function methods ⋮ Using a spectral scaling structured BFGS method for constrained nonlinear least squares ⋮ Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares ⋮ Optimality Conditions For Max-Type Nonsmooth Minimization Problems ⋮ A trust-region method by active-set strategy for general nonlinear optimization ⋮ Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm ⋮ A simple approximated solution method for solving fractional trust region subproblems of nonlinearly equality constrained optimization ⋮ Operations research and optimization (ORO) ⋮ A two-step superlinearly convergent projected structured BFGS method for constrained nonlinear least squares ⋮ On conditions for optimality of a class of nondifferentiable functions ⋮ A note on solving nonlinear minimax problems via a differentiable penalty function ⋮ Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems ⋮ A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies

Cites Work

• Unnamed Item
• A globally convergent method for nonlinear programming
• Exact penalty functions in nonlinear programming
• First and second order conditions for a class of nondifferentiable optimization problems
• On conditions for optimality of the nonlinearl 1 problem
• A surperlinearly convergent algorithm for constrained optimization problems
• A Penalty Function Method Converging Directly to a Constrained Optimum
• Minimization Techniques for Piecewise Differentiable Functions: The $l_1$ Solution to an Overdetermined Linear System
• A lower bound for the controlling parameters of the exact penalty functions
• An Exact Potential Method for Constrained Maxima

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