High-order Newton-penalty algorithms

DOI10.1016/J.CAM.2004.11.043MaRDI QIDQ557745zbMATHOpenAlexFDO

Authors Jean-Pierre Dussault

Publication date 30 June 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2004.11.043

zbMATH Keywords

convergenceNewton methodinterior point algorithmsquadratic penalty functionPredictor-corrector methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cites work

• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• Augmented penalty algorithms
• Global convergence technique for the Newton method with periodic Hessian evaluation
• Numerical Stability and Efficiency of Penalty Algorithms
• On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
• On the superlinear convergence order of the logarithmic barrier algorithm

Cited in

(7)

• A new family of high-order directions for unconstrained optimization inspired by Chebyshev and Shamanskii methods
• Fast unconditionally stable 2-D analysis of non-conjugate gear contacts using an explicit formulation of the meshing equations
• On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians
• Implementation issues for high-order algorithms
• La différentiation automatique et son utilisation en optimisation
• The Chebyshev-Shamanskii method for solving systems of nonlinear equations
• Direct analytical solution of a modified form of the meshing equations in two dimensions for non-conjugate gear contact

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