A dual differentiable exact penalty function
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Publication:3959752
Cites work
- scientific article; zbMATH DE number 3727523 (Why is no real title available?)
- scientific article; zbMATH DE number 3293978 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- scientific article; zbMATH DE number 3308846 (Why is no real title available?)
- A New Class of Augmented Lagrangians in Nonlinear Programming
- A duality theorem for non-linear programming
- A globally convergent method for nonlinear programming
- A stable theorem of the alternative: An extension of the Gordan theorem
- Augmented Lagrangians which are quadratic in the multiplier
- Duality in quadratic programming
- Enlarging the region of convergence of Newton's method for constrained optimization
- Exact penalty functions in nonlinear programming
- Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
- Iterative Solution of Linear Programs
- Least-norm linear programming solution as an unconstrained minimization problem
- Proof of Convergence for a Modification of Goldfarb's Algorithm
- Solution of symmetric linear complementarity problems by iterative methods
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
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
- -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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