Computation stopping criteria for auxiliary problems of sequential unconstrained optimization. II: Penalty functions method
[For part I see ibid. No. 1, 70-76 (1990; Zbl 0707.90086), Engl. translation in Mosc. Univ. Comput. Math. Cybern. 1990, No. 1, 67-72 (1990).] The paper deals with the nonlinear programming problem (NLP): maximize \(F(x)\), subject to \(f_ i(x)>0\) \((i=1,2,\dots,m)\), \(F\), \(f_ i\) being continuous with Lipschitz continuous derivatives on a compact subset of the \(n\)-dimensional Euclidean space. An effective method for solving the above problem of NLP is the penalty function method which comprises auxiliary unconstrained minimizations of augmented objective functions. Some stopping criteria are derived for solving auxiliary problems by using the gradient method.
- Criteria to complete calculations in solving auxiliary problems of unconstrained sequential optimization. I: The barrier functions method
- On penalty function methods for nonlinear programming problems
- scientific article; zbMATH DE number 4031412
- Exact penalty method with integrated consideration of the constraints
- scientific article; zbMATH DE number 3874966
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