The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis (Q790580)
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| Language | Label | Description | Also known as |
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| English | The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis |
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The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis (English)
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1981
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Comparative studies of codes for solving continuously differentiable nonlinear programs indicate that quadratic approximation methods are efficient and reliable. In this paper the author presents a convergence analysis of the method of \textit{R. B. Wilson, S.-P. Han} and \textit{M. J. D. Powell} [cf. the author's book: Nonlinear programming codes. Information, tests, performance (1980; Zbl 0435.90063)]. This analysis results in overcoming some of the theoretical disadvantages and in improvement of numerical performance of the method. This is achieved by replacing the exact \(L_ 1\)-penalty function by a differentiable augmented Lagrange function for the line search computation.
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quadratic approximation methods
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convergence analysis
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penalty function
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augmented Lagrange function
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line search computation
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