Exact penalty function algorithm with simple updating of the penalty parameter
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Publication:2277155
DOI10.1007/BF00940684zbMath0724.90065MaRDI QIDQ2277155
David Q. Mayne, J. F. A. de O. Pantoja
Publication date: 1991
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
constrained minimization; exact penalty function; quadratic programming subproblem; equality and inequality constraints; Q-superlinear rate of convergence; sequential quadratic programming algorithms
90C30: Nonlinear programming
90C20: Quadratic programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
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