An Ideal Penalty Function for Constrained Optimization
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Cited in
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- Energy-optimal controls in the mammalian neuromuscular system
- Stability in Gilpin and Ayala's models of competition
- The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming
- Analysis on a superlinearly convergent augmented Lagrangian method
- Continuous-time gradient-like descent algorithm for constrained convex unknown functions: penalty method application
- Adams-type methods with increased ranges of stability
- Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
- Multiplier methods for engineering optimization
- Eigenvalue bounds for saddle-point systems with singular leading blocks
- A genetic algorithm based augmented Lagrangian method for constrained optimization
- Stability in a class of discrete time models of interacting populations
- Optimisation by predefined upper bound of settling time convergent projected gradient flows
- Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization
- A globally convergent, implementable multiplier method with automatic penalty limitation
- A note on the method of multipliers
- A hybrid method combining genetic algorithm and Hooke-Jeeves method for constrained global optimization
- A method for shape and topology optimization of truss-like structure
- Multilevel least-change Newton-like methods for equality constrained optimization problems
- Accelerated convergence for the Powell/Hestenes multiplier method
- Cardinality objective nonlinear programs for facility capacity expansion
- Local convergence of the diagonalized method of multipliers
- Stiffly stable fourth order Adams-type methods
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