Numerical Stability and Efficiency of Penalty Algorithms

DOI10.1137/0732012MaRDI QIDQ4326873zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Dussault

Publication date 19 July 1995

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0732012

zbMATH Keywords

global superlinear convergencenumerical stabilitypenalty algorithmsvariational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Numerical optimization and variational techniques (65K10)

Recommendations

• scientific article; zbMATH DE number 4096233
• A lagrangian penalty function method for monotone variational inequalities
• scientific article; zbMATH DE number 4098163
• scientific article; zbMATH DE number 4211817
• Application of penalty methods to non-stationary variational inequalities

Cited in

(25)

• New theoretical results on recursive quadratic programming algorithms
• Stable exponential-penalty algorithm with superlinear convergence
• Apart sets and functions: an application to the stability of penalized optimization problems
• Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
• Reduced order output feedback control design for PDE systems using proper orthogonal decomposition and nonlinear semidefinite programming
• An interior algorithm for nonlinear optimization that combines line search and trust region steps
• Huber approximation for the non-linear \(l_{1}\) problem
• Improved convergence order for augmented penalty algorithms
• Numerical techniques for solving systems of second order boundary value problems
• A singular problem in incompressible nonlinear elastostatics
• From global to local convergence of interior methods for nonlinear optimization
• scientific article; zbMATH DE number 4211817 (Why is no real title available?)
• Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications
• A direct differentiation formulation of electromechanical sensitivity analysis for rough surfaces in contact
• Dual convergence for penalty algorithms in convex programming
• A combined method for smooth equilibrium problems with nonlinear constraints
• A general class of penalty/barrier path-following Newton methods for nonlinear programming
• A SINGULAR PROBLEM IN INCOMPRESSIBLE NONLINEAR ELASTOSTATICS
• The Method of Multipliers for Nonlinearly Constrained Variational Inequalities
• High-order Newton-penalty algorithms
• A local MM subspace method for solving constrained variational problems in image recovery
• Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
• Penalty algorithms in Hilbert spaces
• A local convergence property of primal-dual methods for nonlinear programming
• On the impact of the time increment on sensitivity analysis during the elastic-to-viscoplastic transition in metals

This page was built for publication: Numerical Stability and Efficiency of Penalty Algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4326873)