A first order, exact penalty function algorithm for equality constrained optimization problems

DOI10.1007/BF01582118zbMath0397.90081OpenAlexW1967415445MaRDI QIDQ4181618

Nicholas G. Maratos, David Q. Mayne

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1007/bf01582118

zbMATH Keywords

ConvergenceExact Penalty FunctionArmijo-Type ProcedureEquality Constrained OptimizationFirst Order Exact Penalty Function Algorithm

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical interpolation (65D05) Rate of convergence, degree of approximation (41A25)

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