A dual differentiable exact penalty function
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Publication:3959752
DOI10.1007/BF02594781zbMATH Open0495.90070MaRDI QIDQ3959752FDOQ3959752
Authors: Shih-Ping Han, O. L. Mangasarian 
Publication date: 1983
Published in: Mathematical Programming (Search for Journal in Brave)
penalty functionsuccessive overrelaxationdual problemglobal differentiabilityinequality constrained nonlinear programming problem
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Cited In (16)
- Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems
- Solving multiple criteria problems by interactive decomposition
- An LP-based successive overrelaxation method for linear complementarity problems
- On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems
- Exact penalty functions and stability in locally Lipschitz programming
- PARALLEL MULTISPLITTINGS FOR OPTIMIZATION∗
- PARALLEL MULTISPLITTINGS FOR CONSTRAINED OPTIMIZATION
- \(\varepsilon\)-optimality and duality for multiobjective fractional programming
- A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set
- A note on a quadratic formulation for linear complementarity problems
- Sparsity-preserving SOR algorithms for separable quadratic and linear programming
- Wolfe-type duality for mathematical programs with equilibrium constraints
- More results on the convergence of iterative methods for the symmetric linear complementarity problem
- A new class of exact penalty functions and penalty algorithms
- A dual exact penalty formulation for the linear complementarity problem
- A simple smooth exact penalty function for smooth optimization problem
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