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scientific article; zbMATH DE number 16628
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scientific article; zbMATH DE number 16628 |
Statements
26 June 1992
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superlinear convergence
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global convergence
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nonlinear programming
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inequality constraints
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convergence
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exact penalty function method
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hybrid method
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0.838166356086731
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0.8362560868263245
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0.8347011804580688
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0.8242093324661255
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[For the entire collection see Zbl 0722.00048.] The author considers sufficiently smooth nonlinear programming problems of the form: minimize \(f(x)\) subject to inequality constraints \(g_ i(x)\leq 0\), \(1\leq i\leq m\). First, new convergence properties of a previously developed method by \textit{H. Kleinmichel} and the author [Optimization 19, No. 3, 397-412 (1988; Zbl 0654.90075)]\ are proved. Then the method is modified by combining it with the exact penalty function method of \textit{G. di Pilli} and \textit{L. Grippo} [Math. Program. 36, 1-18 (1986; Zbl 0631.90061)]. The resulting hybrid method is shown to be locally superlinearly and globally convergent. Numerical results for a problem suggested by K. P. Wong [see e.g. \textit{J. Asadi}, ibid. 4, 144- 154 (1973; Zbl 0259.90044)]\ are presented.
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