An Exact Penalty Function and Relaxation Approach for Solving Decomposable Nonlinear Programs

DOI10.1137/0326008MaRDI QIDQ3793953zbMATH OpenOpenAlexFDO

Authors Rafael Lazimy

Publication date 1988

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0326008

zbMATH Keywords

convex, twice continuously differentiable functionsdecomposable nonlinear programsdualityexact penalty functionlarge-scale optimizationrelaxation

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Integer programming (90C10) Convex programming (90C25) Nonlinear programming (90C30)

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(8)

• Simple solution procedures for nonlinear programming problems that are derivative decomposable
• The relaxation-penalty method and degenerate extremal problems.
• Exact penalty functions and convex extensions of functions in schemes of decomposition in variables
• An exact penalty-Lagrangian approach for large-scale nonlinear programming
• Improved Penalties for Fixed Cost Linear Programs Using Lagrangean Relaxation
• Nonlinear Programs with Complicating Variables: Theoretical Analysis and Numerical Experience
• A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS
• Exact penalties for decomposable convex optimization problems

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