Nonlinear programming via an exact penalty function: Global analysis

DOI10.1007/BF01585101zbMATH Open0501.90077MaRDI QIDQ3967372FDOQ3967372

Authors: Thomas F. Coleman, Andrew R. Conn 

Publication date: 1982

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

solution algorithmglobal analysisexact penalty methodsglobal and superlinear convergencesuccessive quadratic programmingnumerical implementation techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30)

Cites Work

• Title not available (Why is that?)
• Newton-type methods for unconstrained and linearly constrained optimization
• Non-Linear Programming Via Penalty Functions
• Minimization Techniques for Piecewise Differentiable Functions: The $l_1$ Solution to an Overdetermined Linear System
• A lower bound for the controlling parameters of the exact penalty functions
• A computational comparison of some non-linear programs
• On conditions for optimality of the nonlinearl 1 problem
• Second-order conditions for an exact penalty function
• Nonlinear programming via an exact penalty function: Asymptotic analysis
• Some examples of cycling in variable metric methods for constrained minimization
• Steplength algorithms for minimizing a class of nondifferentiable functions
• A Penalty Function Method Converging Directly to a Constrained Optimum

Cited In (26)

• On the numerical modeling of convex particle assemblies with friction
• Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
• An SQP method for general nonlinear programs using only equality constrained subproblems
• A two-step superlinearly convergent projected structured BFGS method for constrained nonlinear least squares
• An algorithm for composite nonsmooth optimization problems
• A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
• Recent developments in constrained optimization
• Discontinuous piecewise linear optimization
• Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
• The 𝒰-Lagrangian of a convex function
• Nonlinear programming via an exact penalty function: Asymptotic analysis
• An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
• A globally convergent algorithm for nonlinearly constrained optimization problems
• A successive quadratic programming algorithm with global and superlinear convergence properties
• An example of irregular convergence in some constrained optimization methods that use the projected hessian
• On the local and global convergence of a reduced Quasi-Newton method¹
• Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
• Orthogonal and conjugate basis methods for solving equality constrained minimization problems
• Efficiency of minimizing compositions of convex functions and smooth maps
• Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares
• An analysis of reduced Hessian methods for constrained optimization
• Analysis and implementation of a dual algorithm for constrained optimization
• A note on the computation of an orthonormal basis for the null space of a matrix
• A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares
• Nonlinear programming and nonsmooth optimization by successive linear programming
• A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis

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