Augmented penalty algorithms

DOI10.1093/IMANUM/18.3.355MaRDI QIDQ3840700zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Dussault

Publication date 18 February 1999

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/18.3.355

zbMATH Keywords

equality constrained optimization problempenalty methodsuperlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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(10)

• Augmented non-quadratic penalty algorithms
• Analysis on a superlinearly convergent augmented Lagrangian method
• A new penalty method for nonlinear programming
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• Huber approximation for the non-linear \(l_{1}\) problem
• Improved convergence order for augmented penalty algorithms
• A new family of penalties for augmented Lagrangian methods
• High-order Newton-penalty algorithms
• A new semi-penalty method for nonlinear programming
• Augmented penalty algorithms based on BFGS secant approximations and trust regions

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