Automatic decrease of the penalty parameter in exact penalty function methods

DOI10.1016/0377-2217(93)E0339-YzbMath0901.90165MaRDI QIDQ1388859

Annick Sartenaer, Marcel Mongeau

Publication date: 11 June 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

linear programmingpenalty parameteractive-set approachexact penalty function methods

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

Finding normal solutions in piecewise linear programming, An M-objective penalty function algorithm under big penalty parameters, Exactness and algorithm of an objective penalty function, Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization, An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization, Optimal coalition formation and surplus distribution: two sides of one coin, Exactness property of the exact absolute value penalty function method for solving convex nondifferentiable interval-valued optimization problems, Steering exact penalty methods for nonlinear programming, An adaptive augmented Lagrangian method for large-scale constrained optimization, An objective penalty function method for nonlinear programming., A line search exact penalty method with bi-object strategy for nonlinear constrained optimization, Adaptive augmented Lagrangian methods: algorithms and practical numerical experience, Derivative-free optimization and filter methods to solve nonlinear constrained problems

Uses Software

• NETGEN

Cites Work

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