Exact penalty functions in nonlinear programming
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Publication:3859569
DOI10.1007/BF01588250zbMATH Open0424.90057MaRDI QIDQ3859569FDOQ3859569
Authors: Shih-Ping Han, O. L. Mangasarian 
Publication date: 1979
Published in: Mathematical Programming (Search for Journal in Brave)
nonlinear programmingsecond order optimality conditionsexact penalty functionsconstraint qualificationlocal minimaSlater constraint qualificationexistence of global minima
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Cited In (only showing first 100 items - show all)
- A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
- A power penalty method for second-order cone linear complementarity problems
- The exactness property of the vector exact \(l_{1}\) penalty function method in nondifferentiable invex multiobjective programming
- A dual algorithm for minimax problems
- Approximate solutions of multiobjective optimization problems
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
- Nonlinear complementarity as unconstrained and constrained minimization
- An approximate lower order penalty approach for solving second-order cone linear complementarity problems
- Sequential quadratic programming with a flexible step acceptance strategy
- Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems
- A quadratic approximation method for minimizing a class of quasidifferentiable functions
- A robust sequential quadratic programming method
- Variations and extension of the convex-concave procedure
- Penalty function methods and a duality gap for invex optimization problems
- Minimum-support solutions of polyhedral concave programs*
- THE l1 PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS
- Generalized second-order derivatives and optimality conditions
- A method for minimizing the sum of a convex function and a continuously differentiable function
- Successive linearization methods for large-scale nonlinear programming problems
- \(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions
- Exact penalty functions and stability in locally Lipschitz programming
- An exact penalty function method with global convergence properties for nonlinear programming problems
- Image space approach to penalty methods
- A lagrangian penalty function method for monotone variational inequalities
- Second-order conditions for an exact penalty function
- A new exact exponential penalty function method and nonconvex mathematical programming
- An exact lower order penalty function and its smoothing in nonlinear programming
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm
- A line search exact penalty method using steering rules
- The vector exact \(l_{1}\) penalty method for nondifferentiable convex multiobjective programming problems
- Exact barrier function methods for Lipschitz programs
- Theorems of the alternative and optimality conditions
- Control of ellipsoidal trajectories: theory and numerical results
- Smoothed penalty algorithms for optimization of nonlinear models
- \(\varepsilon\)-optimality and duality for multiobjective fractional programming
- Existence and stability of exact penalty for optimization problems with mixed constraints
- Optimality conditions in mathematical programming and composite optimization
- Second-order analysis of penalty function
- Sufficient optimality conditions in bilevel programming
- Exact penalties and sufficient conditions for optimality in nonsmooth optimization
- A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization
- A globally convergent SQP method for semi-infinite nonlinear optimization
- A linear programming-based optimization algorithm for solving nonlinear programming problems
- A penalty function method based on smoothing lower order penalty function
- An M-objective penalty function algorithm under big penalty parameters
- An objective penalty function method for nonlinear programming.
- Nonsmooth optimization
- Existence of exact penalty and its stability for nonconvex constrained optimization problems in Banach spaces
- On the exactness of a class of nondifferentiable penalty functions
- Local linear convergence of the ADMM/Douglas-Rachford algorithms without strong convexity and application to statistical imaging
- Penalty alternating direction methods for mixed-integer optimization: a new view on feasibility pumps
- Finite perturbation of convex programs
- Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities
- Smooth exact penalty functions. II: A reduction to standard exact penalty functions
- The exact absolute value penalty function method for identifying strict global minima of order \(m\) in nonconvex nonsmooth programming
- The exact \(G\)-penalty function method and \(G\)-invex mathematical programming problems
- On the smoothing of the square-root exact penalty function for inequality constrained optimization
- On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
- Exactness and algorithm of an objective penalty function
- Existence of augmented Lagrange multipliers for semi-infinite programming problems
- An old problem and new tools
- Exact penalty results for mathematical programs with vanishing constraints
- A new class of exact penalty functions and penalty algorithms
- An estimation of exact penalty for infinite-dimensional inequality-constrained minimization problems
- Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems
- General duality in vector optimization
- A power penalty method for second-order cone nonlinear complementarity problems
- A smoothing objective penalty function algorithm for inequality constrained optimization problems
- The exact penalty principle
- A local search method for optimization problem with d.c. inequality constraints
- Separating plane algorithms for convex optimization
- A subspace SQP method for equality constrained optimization
- A globally convergent algorithm for exact penalty functions
- Restricted generalized Nash equilibria and controlled penalty algorithm
- A stable theorem of the alternative: An extension of the Gordan theorem
- A unifying theory of exactness of linear penalty functions
- Exact penalty functions and Lagrange multipliers
- Steering exact penalty methods for nonlinear programming
- Pseudonormality and a Lagrange multiplier theory for constrained optimization
- Vector exponential penalty function method for nondifferentiable multiobjective programming problems
- Title not available (Why is that?)
- New exact penalty functions for nonlinear constrained optimization problems
- Duality and regularization for inf-sup problems
- Exact penalty function for nonlinear programming problems
- Lower bounds of controlling parameters of exact penalty functions in locally Lipschitz programming
- On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems
- A Penalty Relaxation Method for Image Processing Using Euler's Elastica Model
- A general system for heuristic minimization of convex functions over non-convex sets
- Optimal switching control of message transmission in computer networks
- On the exactness and the convergence of the \(l_1\) exact penalty \(E\)-function method for \(E\)-differentiable optimization problems
- On the augmented subproblems within sequential methods for nonlinear programming
- Flattened aggregate function method for nonlinear programming with many complicated constraints
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- Space splitting convexification: a local solution method for nonconvex optimal control problems
- Multiextremal Optimization in Feasible Regions with Computable Boundaries on the Base of the Adaptive Nested Scheme
- Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates
- Exact penalty method with integrated consideration of the constraints
- Solving highly detailed gas transport MINLPs: block separability and penalty alternating direction methods
- Linear programming with nonparametric penalty programs and iterated thresholding
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