Flexible penalty functions for nonlinear constrained optimization

DOI10.1093/IMANUM/DRN003MaRDI QIDQ3543419zbMATH OpenOpenAlexFDO

Authors Jorge Nocedal, Frank E. Curtis

Publication date 2 December 2008

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

Full work available at URL https://doi.org/10.1093/imanum/drn003

zbMATH Keywords

constrained optimizationglobal convergenceline searchnonlinear programmingnumerical resultpenalty functionssequential quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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Cited in

(8)

• A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations
• Interpolation multipoint constraints with selection criteria of degree of freedoms for flexible multibody dynamics
• A nonmonotone filter SQP method: local convergence and numerical results
• A trust-region framework for constrained optimization using reduced order modeling
• A primal-dual augmented Lagrangian
• A central path interior point method for nonlinear programming and its local convergence
• A stabilized SQP method: superlinear convergence
• A projected-search interior-point method for nonlinearly constrained optimization

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Uses Software

• CUTEr
• KNITRO
• SIFDecode

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