A class of generalized variable penalty methods for nonlinear programming

DOI10.1007/BF00934574zbMath0431.49040MaRDI QIDQ1138234

S. H. Smith

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Hessian matrix, penalty methodill- conditioningminimization techniquesequential unconstrainedvariable penalty methods

Mathematics Subject Classification ID

Cites Work

• An accelerated multiplier method for nonlinear programming
• A gradient projection-multiplier method for nonlinear programming
• An improved penalty function method for solving constrained parameter optimization problems
• On penalty function methods for nonlinear programming problems
• On implementation of the extended interior penalty function
• Applications of a Quadratic Extended Interior for Structural Optimization Penalty Function
• A Rapidly Convergent Descent Method for Minimization
• A comparison of modified Newton methods for unconstrained optimisation
• Quasi-Newton Methods for Unconstrained Optimization
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