Nonlinear programming via an exact penalty function: Asymptotic analysis
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Cites work
- scientific article; zbMATH DE number 3727523 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- A Penalty Function Method Converging Directly to a Constrained Optimum
- A globally convergent method for nonlinear programming
- A lower bound for the controlling parameters of the exact penalty functions
- Newton-type methods for unconstrained and linearly constrained optimization
- Non-Linear Programming Via Penalty Functions
- Nonlinear programming via an exact penalty function: Global analysis
- On conditions for optimality of the nonlinearl 1 problem
- Quasi-Newton Methods, Motivation and Theory
- Second-order conditions for an exact penalty function
- Some examples of cycling in variable metric methods for constrained minimization
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
Cited in
(43)- Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
- An SQP method for general nonlinear programs using only equality constrained subproblems
- A two-step superlinearly convergent projected structured BFGS method for constrained nonlinear least squares
- An algorithm for composite nonsmooth optimization problems
- Local properties of algorithms for minimizing nonsmooth composite functions
- Nonlinear programming without a penalty function or a filter
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- Discontinuous piecewise linear optimization
- Augmented Lagrangian nonlinear programming algorithm that uses SQP and trust region techniques
- Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
- Global and local convergence of a filter line search method for nonlinear programming
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- Nonlinear programming via an exact penalty function: Global analysis
- A globally convergent algorithm for nonlinearly constrained optimization problems
- Exact penalty method with integrated consideration of the constraints
- Combining trust region and linesearch algorithm for equality constrained optimization
- Accelerating condensed interior-point methods on SIMD/GPU architectures
- A successive quadratic programming algorithm with global and superlinear convergence properties
- An example of irregular convergence in some constrained optimization methods that use the projected hessian
- On the local and global convergence of a reduced Quasi-Newton method1
- Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
- Continuous-time gradient-like descent algorithm for constrained convex unknown functions: penalty method application
- A trust region algorithm for constrained optimization
- Orthogonal and conjugate basis methods for solving equality constrained minimization problems
- Local convergence analysis for the REQP algorithm using conjugate basis matrices
- Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares
- An augmented Lagrangian based algorithm for distributed nonconvex optimization
- Convergence analysis and competitive numerical results of a trust region-line search projected exact penalty algorithm
- Analysis and implementation of a dual algorithm for constrained optimization
- Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
- Nonlinear robust optimization via sequential convex bilevel programming
- Using a spectral scaling structured BFGS method for constrained nonlinear least squares
- A note on the computation of an orthonormal basis for the null space of a matrix
- Convergent stepsizes for constrained optimization algorithms
- Penalty functions, Newton's method, and quadratic programming
- Properties of a representation of a basis for the null space
- New simple exact penalty function for constrained minimization
- Nonlinear programming and nonsmooth optimization by successive linear programming
- A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis
- An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
- A robust combined trust region-line search exact penalty projected structured scheme for constrained nonlinear least squares
- A special newton-type optimization method
- The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization
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