Stable exponential-penalty algorithm with superlinear convergence
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Publication:1338554
DOI10.1007/BF02190058zbMath0827.90125MaRDI QIDQ1338554
Jean-Pierre Dussault, Roberto Cominetti
Publication date: 1 December 1994
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
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Cites Work
- Penalty functions, Newton's method, and quadratic programming
- An exponential penalty method for nondifferentiable minimax problems with general constraints
- On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions
- On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
- Numerical Stability and Efficiency of Penalty Algorithms
