A differentiable exact penalty function for bound constrained quadratic programming problems

DOI10.1080/02331939108843700MaRDI QIDQ3362090zbMATH OpenOpenAlexFDO

Authors L. Grippo, Stefano Lucidi

Publication date 1991

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939108843700

zbMATH Keywords

approximationscontinuously differentiable exact penalty functionNewton-type algorithmsbound constrained quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
• An exact penalty function method with global convergence properties for nonlinear programming problems
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• Projected Newton Methods for Optimization Problems with Simple Constraints

Cited in

(13)

• Generalized K-T conditions and penalty functions for quasidifferentiable programming
• A two-stage active-set algorithm for bound-constrained optimization
• Canonical dual least square method for solving general nonlinear systems of quadratic equations
• scientific article; zbMATH DE number 870921 (Why is no real title available?)
• Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines
• Solutions to quadratic minimization problems with box and integer constraints
• On the numerical realization of the exact penalty method for quadratic programming algorithms
• scientific article; zbMATH DE number 4167856 (Why is no real title available?)
• scientific article; zbMATH DE number 4068620 (Why is no real title available?)
• A Newton-type method for positive-semidefinite linear complementarity problems
• Penalty weights in QUBO formulations: permutation problems
• Exact differentiable penalty for a problem of quadratic programming with the use of a gradient-projective method
• An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables

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