Exact penalty functions in nonlinear programming
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Cites work
- A globally convergent method for nonlinear programming
- A lower bound for the controlling parameters of the exact penalty functions
- An Exact Potential Method for Constrained Maxima
- Convex Analysis
- Exact Penalties for Local Minima
- Exact penalty functions in nonlinear programming
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- Necessary and sufficient conditions for a penalty method to be exact
- New Conditions for Exactness of a Simple Penalty Function
- Non-Linear Programming Via Penalty Functions
- Note on Finite Convergence of Exterior Penalty Functions
- Second Order Conditions for Constrained Minima
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- The potential method for conditional maxima in the locally compact metric spaces
- Uniqueness of solution in linear programming
Cited in
(only showing first 100 items - show all)- Existence of exact penalty and its stability for nonconvex constrained optimization problems in Banach spaces
- A linear programming-based optimization algorithm for solving nonlinear programming problems
- A method for minimizing the sum of a convex function and a continuously differentiable function
- A quadratic approximation method for minimizing a class of quasidifferentiable functions
- On the exactness of a class of nondifferentiable penalty functions
- Exact penalties and sufficient conditions for optimality in nonsmooth optimization
- Lower bounds of controlling parameters of exact penalty functions in locally Lipschitz programming
- Image space approach to penalty methods
- A globally convergent algorithm for exact penalty functions
- An algorithm for linearly constrained nonlinear programming problems
- A stable theorem of the alternative: An extension of the Gordan theorem
- A least-distance programming procedure for minimization problems under linear constraints
- Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities
- Successive linearization methods for large-scale nonlinear programming problems
- \(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions
- A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization
- A globally convergent SQP method for semi-infinite nonlinear optimization
- Duality and regularization for inf-sup problems
- Differential stability in non-Lipschitzian optimization
- Nonlinear complementarity as unconstrained and constrained minimization
- Optimality conditions in mathematical programming and composite optimization
- Separating plane algorithms for convex optimization
- Transversality in variational analysis
- An objective penalty function-based method for inequality constrained minimization problem
- New exact penalty functions for nonlinear constrained optimization problems
- On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems
- 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
- An objective penalty function method for nonlinear programming.
- A dual algorithm for minimax problems
- A power penalty method for second-order cone linear complementarity problems
- -optimality and duality for multiobjective fractional programming
- A robust sequential quadratic programming method
- Theorems of the alternative and optimality conditions
- Pseudonormality and a Lagrange multiplier theory for constrained optimization
- Exact barrier function methods for Lipschitz programs
- Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates
- An approximate lower order penalty approach for solving second-order cone linear complementarity problems
- Flattened aggregate function method for nonlinear programming with many complicated constraints
- Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems
- A novel hybrid PSO-based metaheuristic for costly portfolio selection problems
- A local search method for optimization problem with d.c. inequality constraints
- A subspace SQP method for equality constrained optimization
- Variations and extension of the convex-concave procedure
- Existence of augmented Lagrange multipliers for semi-infinite programming problems
- New simple exact penalty function for constrained minimization
- Exactness and algorithm of an objective penalty function
- On the augmented subproblems within sequential methods for nonlinear programming
- Global optimality conditions and exact penalization
- A new class of exact penalty functions and penalty algorithms
- Existence of exact penalty for constrained optimization problems in metric spaces
- Approximate solutions of multiobjective optimization problems
- Use of exact penalty functions to determine efficient decisions
- Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
- Smoothed penalty algorithms for optimization of nonlinear models
- Augmented Lagrangian Objective Penalty Function
- A unifying theory of exactness of linear penalty functions
- Control of ellipsoidal trajectories: theory and numerical results
- The exactness property of the vector exact \(l_{1}\) penalty function method in nondifferentiable invex multiobjective programming
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm
- Use of a finite penalty in convex programming problems for global convergence of Newton's method with steep adjustment
- THE l1 PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS
- A smoothing objective penalty function algorithm for inequality constrained optimization problems
- Local linear convergence of the ADMM/Douglas-Rachford algorithms without strong convexity and application to statistical imaging
- An M-objective penalty function algorithm under big penalty parameters
- An approximation-based approach for chance-constrained vehicle routing and air traffic control problems
- Inexact sequential quadratic optimization with penalty parameter updates within the QP solver
- 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
- scientific article; zbMATH DE number 7399394 (Why is no real title available?)
- A lagrangian penalty function method for monotone variational inequalities
- Exact penalty method with integrated consideration of the constraints
- Steering exact penalty methods for nonlinear programming
- Nonsmooth optimization
- Exact penalty functions and stability in locally Lipschitz programming
- An exact penalty function method with global convergence properties for nonlinear programming problems
- Exact penalty function for nonlinear programming problems
- General duality in vector optimization
- Second-order conditions for an exact penalty function
- A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
- A dual differentiable exact penalty function
- The exact \(G\)-penalty function method and \(G\)-invex mathematical programming problems
- Minimum-support solutions of polyhedral concave programs*
- A line search exact penalty method using steering rules
- Generalized second-order derivatives and optimality conditions
- The vector exact \(l_{1}\) penalty method for nondifferentiable convex multiobjective programming problems
- A new kind of simple smooth exact penalty function of constrained nonlinear programming
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- A general system for heuristic minimization of convex functions over non-convex sets
- A polynomial approximation-based approach for chance-constrained optimization
- An exact lower order penalty function and its smoothing in nonlinear programming
- Théorie de la pénalisation exacte
- Penalty functions in ε-programming and ε-minimax problems
- A power penalty method for second-order cone nonlinear complementarity problems
- Sequential quadratic optimization for nonlinear equality constrained stochastic optimization
- Sufficient optimality conditions in bilevel programming
- An inexact first-order method for constrained nonlinear optimization
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
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