scientific article; zbMATH DE number 16628

MaRDI QIDQ3973315zbMATH OpenFDO

Authors K. Schönefeld

Publication date 26 June 1992

zbMATH Keywords

convergenceexact penalty function methodglobal convergencehybrid methodinequality constraintsnonlinear programmingsuperlinear convergence

Mathematics Subject Classification ID

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

Review text

[For the entire collection see Zbl 0722.00048.] The author considers sufficiently smooth nonlinear programming problems of the form: minimize \(f(x)\) subject to inequality constraints \(g_ i(x)\leq 0\), \(1\leq i\leq m\). First, new convergence properties of a previously developed method by \textit{H. Kleinmichel} and the author [Optimization 19, No. 3, 397-412 (1988; Zbl 0654.90075)]\ are proved. Then the method is modified by combining it with the exact penalty function method of \textit{G. di Pilli} and \textit{L. Grippo} [Math. Program. 36, 1-18 (1986; Zbl 0631.90061)]. The resulting hybrid method is shown to be locally superlinearly and globally convergent. Numerical results for a problem suggested by K. P. Wong [see e.g. \textit{J. Asadi}, ibid. 4, 144- 154 (1973; Zbl 0259.90044)]\ are presented.

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Cited in

(1)

• Convergence and local-to-global results for \(p\)-superminimizers on quasiopen sets

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