Flexible penalty functions for nonlinear constrained optimization
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Publication:3543419
DOI10.1093/imanum/drn003zbMath1156.65058OpenAlexW1965824590MaRDI QIDQ3543419
Nocedal, Jorge, Frank E. Curtis
Publication date: 2 December 2008
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drn003
global convergenceconstrained optimizationsequential quadratic programmingnonlinear programmingpenalty functionsline searchnumerical result
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
Related Items (7)
A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations ⋮ A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results ⋮ A trust-region framework for constrained optimization using reduced order modeling ⋮ A primal-dual augmented Lagrangian ⋮ Interpolation multipoint constraints with selection criteria of degree of freedoms for flexible multibody dynamics ⋮ A stabilized SQP method: superlinear convergence ⋮ A central path interior point method for nonlinear programming and its local convergence
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