Automatic decrease of the penalty parameter in exact penalty function methods
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3791941 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- A network penalty method
- A penalty linear programming method using reduced-gradient basis-exchange techniques
- An efficient implementation of the network simplex method
- Discontinuous piecewise linear optimization
- Exact Penalty Functions in Constrained Optimization
- Exceptional Paper—Design and Implementation of Large Scale Primal Transshipment Algorithms
- Linear Programming via a Nondifferentiable Penalty Function
- Minimization Techniques for Piecewise Differentiable Functions: The $l_1$ Solution to an Overdetermined Linear System
- NETGEN: A Program for Generating Large Scale Capacitated Assignment, Transportation, and Minimum Cost Flow Network Problems
- Primal Methods are Better than Dual Methods for Solving Overdetermined Linear Systems in the $l_\infty $ Sense?
- Second-order conditions for an exact penalty function
- Some recent developments in nonlinear optimization algorithms
Cited in
(13)- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
- An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization
- Optimal coalition formation and surplus distribution: two sides of one coin
- Derivative-free optimization and filter methods to solve nonlinear constrained problems
- An M-objective penalty function algorithm under big penalty parameters
- An objective penalty function method for nonlinear programming.
- Finding normal solutions in piecewise linear programming
- Exactness and algorithm of an objective penalty function
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
- Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems
- Steering exact penalty methods for nonlinear programming
This page was built for publication: Automatic decrease of the penalty parameter in exact penalty function methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1388859)
