Exact Penalty Functions in Constrained Optimization

DOI10.1137/0327068MaRDI QIDQ4730369zbMATH OpenOpenAlexFDO

Authors L. Grippo, Gianni Di Pillo

Publication date 1989

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

Full work available at URL https://doi.org/10.1137/0327068

zbMATH Keywords

constrained problemexactness for penalty functionsnonlinear programming

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30)

Recommendations

• A New Exact Penalty Function
• scientific article; zbMATH DE number 778133
• New exact penalty functions for nonlinear constrained optimization problems
• On the exact penalty functions
• scientific article; zbMATH DE number 16307

Cited in

(only showing first 100 items - show all)

• Existence of exact penalty and its stability for nonconvex constrained optimization problems in Banach spaces
• Exact penalty functions method for mathematical programming problems involving invex functions
• On differentiable exact penalty functions
• On the exactness of a class of nondifferentiable penalty functions
• Exact penalties and sufficient conditions for optimality in nonsmooth optimization
• A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set
• Equality and inequality constrained optimization algorithms with convergent stepsizes
• Nonlinear complementarity as unconstrained and constrained minimization
• Integral global optimization method for solution of nonlinear complementarity problems
• Error bounds in mathematical programming
• On the exact penalty functions
• Discontinuous piecewise linear optimization
• Automatic decrease of the penalty parameter in exact penalty function methods
• Exact augmented Lagrangian functions for nonlinear semidefinite programming
• Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems
• An objective penalty function-based method for inequality constrained minimization problem
• New exact penalty functions for nonlinear constrained optimization problems
• Numerical solution of fractional optimal control
• An approach based on generalized Nash games and shared constraints for discrete time dynamic games
• Augmented Lagrangian and exact penalty methods for quasi-variational inequalities
• On penalty method for equilibrium problems in lexicographic order
• Vector exponential penalty function method for nondifferentiable multiobjective programming problems
• A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
• A penalized method for multivariate concave least squares with application to productivity analysis
• Characterizations for perturbed exact penalty functions
• Local analysis of a new multipliers method
• On the method of exact quasidifferentiable penalty functions.
• A multiplicative method of exact penalty functions
• Geometric approach to Fletcher's ideal penalty function
• Exact barrier function methods for Lipschitz programs
• Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines
• Minimization of \(SC^ 1\) functions and the Maratos effect
• Integral global minimization: Algorithms, implementations and numerical tests
• Gap functions and penalization for solving equilibrium problems with nonlinear constraints
• A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties
• Global minimization of constrained problems with discontinuous penalty functions
• Global optimum shape design
• Sequential model based optimization of partially defined functions under unknown constraints
• Nonconvex robust programming via value-function optimization
• Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates
• Time-distributed optimization for real-time model predictive control: stability, robustness, and constraint satisfaction
• A local search method for optimization problem with d.c. inequality constraints
• Feature selection in SVM via polyhedral \(k\)-norm
• An exact \(l_1\) penalty function method for multi-dimensional first-order PDE constrained control optimization problem
• Problems related to estimating the coefficients of exact penalty functions
• Efficiency of minimizing compositions of convex functions and smooth maps
• Variations and extension of the convex-concave procedure
• New simple exact penalty function for constrained minimization
• An exact penalty approach to constrained minimization problems on metric spaces
• A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
• Exactness and algorithm of an objective penalty function
• A lower bound for the penalty parameter in the exact minimax penalty function method for solving nondifferentiable extremum problems
• A Lagrange penalty reformulation method for constrained optimization
• Existence of exact penalty for constrained optimization problems in metric spaces
• Using SVM to combine global heuristics for the standard quadratic problem
• Use of exact penalty functions to determine efficient decisions
• On the structure of regularization paths for piecewise differentiable regularization terms
• On nondifferentiable semi-infinite multiobjective programming with interval-valued functions
• Optimization problems with cone constraints in groups and semigroups: an approach based on image space analysis
• An exact penalty function based on the projection matrix
• Smooth exact penalty functions: a general approach
• A unifying theory of exactness of linear penalty functions
• An exact logarithmic-exponential multiplier penalty function
• Exact penalty functions and convex extensions of functions in schemes of decomposition in variables
• A nonmonotone filter SQP method: local convergence and numerical results
• The exactness property of the vector exact \(l_{1}\) penalty function method in nondifferentiable invex multiobjective programming
• Exact penalty in constrained optimization and the Mordukhovich basic subdifferential
• Exact penalty functions in isoperimetric problems
• THE l₁ PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS
• Optimality conditions via exact penalty functions
• Nonlinear separation in the image space with applications to penalty methods
• scientific article; zbMATH DE number 4172766 (Why is no real title available?)
• Smooth exact penalty functions. II: A reduction to standard exact penalty functions
• The exact absolute value penalty function method for identifying strict global minima of order \(m\) in nonconvex nonsmooth programming
• Exact penalty functions and Lagrange multipliers
• Coupling a memetic algorithm to simulation models for promising multi-period asset allocations
• Integral global minimization of constrained problems with discontinuous penalty functions
• 10.1007/s11470-008-3002-2
• Nonsmooth optimization
• Exact penalty functions a lower bound to the penalty parameter
• On some estimates of the penalty coefficient in methods of exact penalty functions
• ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION
• scientific article; zbMATH DE number 4020861 (Why is no real title available?)
• scientific article; zbMATH DE number 4049400 (Why is no real title available?)
• scientific article; zbMATH DE number 4055389 (Why is no real title available?)
• A unified approach for constrained extremum problems: image space analysis
• An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables
• Exact penalty functions in single-stage stochastic programming¹
• scientific article; zbMATH DE number 16307 (Why is no real title available?)
• An Exact Penalization Viewpoint of Constrained Optimization
• The exact \(G\)-penalty function method and \(G\)-invex mathematical programming problems
• Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
• Penalty functions in subanalytic optimization
• A Class of penalty functions for optimization problema with bound constraints
• Exact penalization via dini and hadamard conditional derivatives
• The vector exact \(l_{1}\) penalty method for nondifferentiable convex multiobjective programming problems
• A New Exact Penalty Function
• Particle swarm optimization for preference disaggregation in multicriteria credit scoring problems
• A general system for heuristic minimization of convex functions over non-convex sets
• An exact lower order penalty function and its smoothing in nonlinear programming

This page was built for publication: Exact Penalty Functions in Constrained Optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4730369)