A Penalty Function Method Converging Directly to a Constrained Optimum

DOI10.1137/0714022zbMath0361.90076OpenAlexW2060790656MaRDI QIDQ4135254

Andrew R. Conn, Tomasz Pietrzykowski

Publication date: 1977

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0714022

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (18)

Nonlinear programming via an exact penalty function: Global analysis ⋮ Nonlinear programming via an exact penalty function: Asymptotic analysis ⋮ Exact penalty functions and stability in locally Lipschitz programming ⋮ Discontinuous piecewise linear optimization ⋮ An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming ⋮ An exact penalty function for semi-infinite programming ⋮ Steplength algorithms for minimizing a class of nondifferentiable functions ⋮ Steering exact penalty methods for nonlinear programming ⋮ Necessary and sufficient conditions for a penalty method to be exact ⋮ A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization ⋮ A note on ‘new algorithms for constrained minimax optimization’ ⋮ Second-order conditions for an exact penalty function ⋮ A lower bound for the controlling parameters of the exact penalty functions ⋮ A first order, exact penalty function algorithm for equality constrained optimization problems ⋮ Combined phase I—phase II methods of feasible directions ⋮ Operations research and optimization (ORO) ⋮ An SQP method for general nonlinear programs using only equality constrained subproblems ⋮ A quadratic approximation method for minimizing a class of quasidifferentiable functions

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