Exact penalty functions in nonlinear programming
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Cites work
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Cited in
(only showing first 100 items - show all)- Vector exponential penalty function method for nondifferentiable multiobjective programming problems
- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
- Penalty functions in ε-programming and ε-minimax problems
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- A power penalty method for second-order cone linear complementarity problems
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- The exactness property of the vector exact \(l_{1}\) penalty function method in nondifferentiable invex multiobjective programming
- A dual algorithm for minimax problems
- Duality and regularization for inf-sup problems
- New exact penalty functions for nonlinear constrained optimization problems
- Approximate solutions of multiobjective optimization problems
- Exact penalty function for nonlinear programming problems
- Lower bounds of controlling parameters of exact penalty functions in locally Lipschitz programming
- Nonlinear complementarity as unconstrained and constrained minimization
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
- On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems
- An approximate lower order penalty approach for solving second-order cone linear complementarity problems
- Sequential quadratic programming with a flexible step acceptance strategy
- A quadratic approximation method for minimizing a class of quasidifferentiable functions
- A robust sequential quadratic programming method
- Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems
- A general system for heuristic minimization of convex functions over non-convex sets
- A Penalty Relaxation Method for Image Processing Using Euler's Elastica Model
- Penalty function methods and a duality gap for invex optimization problems
- Variations and extension of the convex-concave procedure
- Optimal switching control of message transmission in computer networks
- On the augmented subproblems within sequential methods for nonlinear programming
- Flattened aggregate function method for nonlinear programming with many complicated constraints
- On the exactness and the convergence of the \(l_1\) exact penalty \(E\)-function method for \(E\)-differentiable optimization problems
- Successive linearization methods for large-scale nonlinear programming problems
- A method for minimizing the sum of a convex function and a continuously differentiable function
- THE l1 PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS
- Minimum-support solutions of polyhedral concave programs*
- \(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions
- Generalized second-order derivatives and optimality conditions
- Exact penalty functions and stability in locally Lipschitz programming
- Image space approach to penalty methods
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- An exact penalty function method with global convergence properties for nonlinear programming problems
- Space splitting convexification: a local solution method for nonconvex optimal control problems
- A lagrangian penalty function method for monotone variational inequalities
- A new exact exponential penalty function method and nonconvex mathematical programming
- Second-order conditions for an exact penalty function
- Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates
- Multiextremal Optimization in Feasible Regions with Computable Boundaries on the Base of the Adaptive Nested Scheme
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm
- A line search exact penalty method using steering rules
- Exact penalty method with integrated consideration of the constraints
- Solving highly detailed gas transport MINLPs: block separability and penalty alternating direction methods
- An exact lower order penalty function and its smoothing in nonlinear programming
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- Identification of point sets by quasidifferentiable functions
- Linear programming with nonparametric penalty programs and iterated thresholding
- A dual differentiable exact penalty function
- Theorems of the alternative and optimality conditions
- Existence and stability of exact penalty for optimization problems with mixed constraints
- -optimality and duality for multiobjective fractional programming
- Smoothed penalty algorithms for optimization of nonlinear models
- Control of ellipsoidal trajectories: theory and numerical results
- Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
- Second-order analysis of penalty function
- Optimality conditions in mathematical programming and composite optimization
- An algorithm for linearly constrained nonlinear programming problems
- Exact penalties and sufficient conditions for optimality in nonsmooth optimization
- Sufficient optimality conditions in bilevel programming
- 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 novel hybrid PSO-based metaheuristic for costly portfolio selection problems
- 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.
- Existence of exact penalty and its stability for nonconvex constrained optimization problems in Banach spaces
- Nonsmooth optimization
- On the exactness of a class of nondifferentiable penalty functions
- Finite perturbation of convex programs
- Local linear convergence of the ADMM/Douglas-Rachford algorithms without strong convexity and application to statistical imaging
- 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
- Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities
- Penalty alternating direction methods for mixed-integer optimization: a new view on feasibility pumps
- Use of exact penalty functions to determine efficient decisions
- Differential stability in non-Lipschitzian optimization
- 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
- Sequential quadratic optimization for nonlinear equality constrained stochastic optimization
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- A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
- Exact penalty results for mathematical programs with vanishing constraints
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- An estimation of exact penalty for infinite-dimensional inequality-constrained minimization problems
- Théorie de la pénalisation exacte
- A new class of exact penalty functions and penalty algorithms
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