Stable exponential-penalty algorithm with superlinear convergence

DOI10.1007/BF02190058zbMATH Open0827.90125MaRDI QIDQ1338554FDOQ1338554

Authors: Roberto Cominetti, Jean-Pierre Dussault 

Publication date: 1 December 1994

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

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zbMATH Keywords

exponential penalty functioninterior penalty methodspenalty algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites Work

• Numerical Stability and Efficiency of Penalty Algorithms
• On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions
• Penalty functions, Newton's method, and quadratic programming
• On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
• An exponential penalty method for nondifferentiable minimax problems with general constraints

Cited In (25)

• Dual convergence for penalty algorithms in convex programming
• Convergence results of an augmented Lagrangian method using the exponential penalty function
• High-order Newton-penalty algorithms
• Quadratic rate of convergence for a primal-dual exponential penalty algorithm
• On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems
• A convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems
• Dual Space Preconditioning for Gradient Descent
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• From global to local convergence of interior methods for nonlinear optimization
• A general class of penalty/barrier path-following Newton methods for nonlinear programming
• Pénalités mixtes : un algorithme superlinéaire en deux étapes
• Apart sets and functions: an application to the stability of penalized optimization problems
• Penalty and barrier methods for convex semidefinite programming
• On the Effectiveness of Richardson Extrapolation in Data Science
• Asymptotic analysis of the exponential penalty trajectory in linear programming
• Two differential equation systems for inequality constrained optimization
• A stable differential equation approach for inequality constrained optimization problems
• An empirical interpolation approach to reduced basis approximations for variational inequalities
• A new class of exact penalty functions and penalty algorithms
• A nonlinear Lagrangian based on Fischer-Burmeister NCP function
• On using exterior penalty approaches for solving linear programming problems
• On the entropic perturbation and exponential penalty methods for linear programming
• A nonlinear Lagrangian for constrained optimization problems
• The exponential penalty function method for multiobjective programming problems
• A simple smooth exact penalty function for smooth optimization problem

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