Augmented non-quadratic penalty algorithms

DOI10.1007/S10107-003-0456-9MaRDI QIDQ1881044zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Dussault

Publication date 27 September 2004

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-003-0456-9

zbMATH Keywords

augmented Lagrangian-exponential penalty functionmodified log-barrier functionmultiplier methods

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cited in

(14)

• A nonlinear Lagrangian based on Fischer-Burmeister NCP function
• A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
• Optimal Jacobian accumulation is NP-complete
• Convergence results of an augmented Lagrangian method using the exponential penalty function
• Improved convergence order for augmented penalty algorithms
• Augmented Lagrangian Objective Penalty Function
• A new family of penalties for augmented Lagrangian methods
• Augmented penalty algorithms
• On lower bounds for optimal Jacobian accumulation
• A class of nonlinear Lagrangians for nonconvex second order cone programming
• High-order Newton-penalty algorithms
• Augmented penalty algorithms based on BFGS secant approximations and trust regions
• Penalty algorithms in Hilbert spaces
• Parameter augmentation and the q-Gosper algorithm

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