Exact penalty function algorithm with simple updating of the penalty parameter

DOI10.1007/BF00940684zbMath0724.90065MaRDI QIDQ2277155

J. F. A. de O. Pantoja, David 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

Related Items (32)

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Uses Software

• VMCWD

Cites Work

• Unnamed Item
• A globally convergent algorithm for nonlinearly constrained optimization problems
• A globally convergent method for nonlinear programming
• A surperlinearly convergent algorithm for constrained optimization problems
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
• Quasi-Newton Methods, Motivation and Theory

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