Augmented non-quadratic penalty algorithms

DOI10.1007/s10107-003-0456-9zbMath1070.90108OpenAlexW2087169336MaRDI QIDQ1881044

Jean-Pierre Dussault

Publication date: 27 September 2004

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-003-0456-9

zbMATH Keywords

multiplier methodsaugmented Lagrangian-exponential penalty functionmodified log-barrier function

Mathematics Subject Classification ID

Related Items (7)

A nonlinear Lagrangian based on Fischer-Burmeister NCP function ⋮ Improved convergence order for augmented penalty algorithms ⋮ A second-order convergence augmented Lagrangian method using non-quadratic penalty functions ⋮ Optimal Jacobian accumulation is NP-complete ⋮ A class of nonlinear Lagrangians for nonconvex second order cone programming ⋮ On lower bounds for optimal Jacobian accumulation ⋮ Convergence results of an augmented Lagrangian method using the exponential penalty function

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