Penalty function versus non-penalty function methods for constrained nonlinear programming problems
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Cited in
(11)- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- A recursive quadratic programming algorithm for semi-infinite optimization problems
- Minimization methods with constraints
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- Globally convergent version of Robinson's algorithm for general nonlinear programming problems without using derivatives
- A geometric method in nonlinear programming
- Computational experience in sensitivity analysis for nonlinear programming
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- A quadratically-convergent algorithm for general nonlinear programming problems
- On the global and superlinear convergence of a discretized version of Wilson's method
- Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems
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