Exact penalty function algorithm with simple updating of the penalty parameter

DOI10.1007/BF00940684zbMATH Open0724.90065MaRDI QIDQ2277155FDOQ2277155

Authors: J. F. A. de O. Pantoja, D. Q. Mayne 

Publication date: 1991

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

zbMATH Keywords

constrained minimizationexact penalty functionquadratic programming subproblemequality and inequality constraintsQ-superlinear rate of convergencesequential quadratic programming algorithms

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Quasi-Newton Methods, Motivation and Theory
• A globally convergent method for nonlinear programming
• Title not available (Why is that?)
• A surperlinearly convergent algorithm for constrained optimization problems
• Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• A globally convergent algorithm for nonlinearly constrained optimization problems

Cited In (33)

• An update rule and a convergence result for a penalty function method
• An SQP method for general nonlinear programs using only equality constrained subproblems
• An improved sequential quadratic programming algorithm for solving general nonlinear programming problems
• A modified SQP algorithm for minimax problems
• A reduced Hessian SQP method for inequality constrained optimization
• A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity
• A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization
• A practical update criterion for SQP method
• A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
• A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
• Decentralized Cooperative Optimization for Multi-criteria Decision Making
• A cautious BFGS update for reduced Hessian SQP
• An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
• An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point
• A robust SQP method based on a smoothing lower order penalty function†
• A new superlinearly convergent algorithm of combining QP subproblem with system of linear equations for nonlinear optimization
• A superlinearly convergent hybrid algorithm for solving nonlinear programming
• A sequential quadratic programming algorithm for nonlinear minimax problems
• A sequential quadratically constrained quadratic programming method of feasible directions
• An active set sequential quadratic programming algorithm for nonlinear optimisation
• Convergence of the BFGS-SQP Method for Degenerate Problems
• An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
• Parameter optimization using the \(L_\infty \) exact penalty function and strictly convex quadratic programming problems
• A simple feasible SQP algorithm for inequality constrained optimization
• A two-parameter exact penalty function for nonlinear programming
• Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
• A nonlinear norm-relaxed method for finely discretized semi-infinite optimization problems
• An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
• A new technique for inconsistent QP problems in the SQP method
• A working set SQCQP algorithm with simple nonmonotone penalty parameters
• An infeasible active-set QP-free algorithm for general nonlinear programming
• A smoothing QP-free infeasible method for nonlinear inequality constrained optimization
• A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints

Uses Software

• VMCWD

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