Global convergence and finite termination of a class of smooth penalty function algorithms

DOI10.1080/10556788.2011.579965zbMath1288.90097MaRDI QIDQ4924100

Shujun Lian, Jin Chuan Zhou, Chang-Yu Wang, Wen-Ling Zhao

Publication date: 30 May 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.579965

zbMATH Keywords

global convergence; finite termination; perturbation function; weak sharpness; smooth penalty function

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

Cites Work

• Convergence properties of nonmonotone spectral projected gradient methods
• Finite convergence of algorithms for nonlinear programs and variational inequalities
• Two error bounds for constrained optimization problems and their applications
• Finite termination of the proximal point algorithm
• A nonlinear programming algorithm based on non-coercive penalty functions
• Local convergence analysis of projection-type algorithms: unified approach
• On finite termination of an iterative method for linear complementarity problems
• A class of smoothing functions for nonlinear and mixed complementarity problems
• Some methods based on the D-gap function for solving monotone variational inequalities
• Smoothing methods for convex inequalities and linear complementarity problems
• Weak Sharp Minima in Mathematical Programming
• Projected gradient methods for linearly constrained problems
• A smoothing-out technique for min—max optimization
• Weak Sharp Solutions of Variational Inequalities
• On Smoothing Exact Penalty Functions for Convex Constrained Optimization
• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Variational Analysis
• Penalty and Barrier Methods: A Unified Framework
• Non-Linear Programming Via Penalty Functions