Geometric approach to Fletcher's ideal penalty function

DOI10.1007/BF02192124MaRDI QIDQ1893322zbMATH OpenFDO

Authors Bruce Christianson

Publication date 3 July 1995

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

Full work available at URL https://doi.org/10.1007/BF02192124

zbMATH Keywords

automatic differentiationdifferentiable penalty functionequality constrained problemsgeometric formulation of an ideal penalty functionreverse accumulationtermination proofsvalidation

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• A New Class of Augmented Lagrangians in Nonlinear Programming
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
• An exact penalty function for nonlinear programming with inequalities
• Automatic Hessians by reverse accumulation
• Enlarging the region of convergence of Newton's method for constrained optimization
• scientific article; zbMATH DE number 3520162 (Why is no real title available?)
• On the Convergence of Some Constrained Minimization Algorithms Based on Recursive Quadratic Programming
• Truncated Newton method for sparse unconstrained optimization using automatic differentiation

Cited in

(4)

• Automatic differentiation of algorithms
• Parameterization and estimation of path models for categorical data
• On the generalization problem
• Optimizing preventive maintenance models

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