Global convergence of a nonlinear programming method using convex approximations

DOI10.1023/A:1011841821203MaRDI QIDQ5948218zbMATH OpenFDO

Authors Christian Zillober

Publication date 31 October 2001

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1011841821203

zbMATH Keywords

convex approximationsglobal convergencemethod of moving asymptotessequential convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Review text

The method of moving asymptotes (MMA) and its globally convergent extension SCP (sequential convex programming) are known to work well for certain problems arising in structural optimization. In this paper, the methods are extended for a general mathematical programming framework and a new scheme to update certain penalty parameters is defined, which leads to a considerable improvement in the performance. Properties of the approximation functions are outlined in detail. All convergence results of the traditional methods are preserved.

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