Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization
From MaRDI portal
Publication:3300857
DOI10.1137/19M1238265zbMath1447.90063arXiv1910.04300OpenAlexW2980201261MaRDI QIDQ3300857
Michael P. Friedlander, Dominique Orban, Michael A. Saunders, Ron Estrin
Publication date: 30 July 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.04300
Related Items
Hierarchical orthogonal factorization: sparse least squares problems, Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A line search exact penalty method using steering rules
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Reduced order solution of structured linear systems arising in certain PDE-constrained optimization problems
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Multiplier and gradient methods
- Analysis of Inexact Trust-Region SQP Algorithms
- Generalized Golub--Kahan Bidiagonalization and Stopping Criteria
- Iterative Solution of Symmetric Quasi-Definite Linear Systems
- LSLQ: An Iterative Method for Linear Least-Squares with an Error Minimization Property
- Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- An exact penalty function method with global convergence properties for nonlinear programming problems
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Inexact Newton Methods
- Solution of Sparse Indefinite Systems of Linear Equations
- Necessary and sufficient conditions for a penalty method to be exact
- A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
- Trust Region Methods
- Automatic Preconditioning by Limited Memory Quasi-Newton Updating
- Newton's Method for Large Bound-Constrained Optimization Problems
- Incomplete Cholesky Factorizations with Limited Memory
- Symmetric Quasidefinite Matrices
- On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
- Regularization-Robust Preconditioners for Time-Dependent PDE-Constrained Optimization Problems
- Iterative Solution of Nonlinear Equations in Several Variables
- Scalable Nonlinear Programming via Exact Differentiable Penalty Functions and Trust-Region Newton Methods
- Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty
- LNLQ: An Iterative Method for Least-Norm Problems with an Error Minimization Property
- A Flexible Inner-Outer Preconditioned GMRES Algorithm
- An Exact Potential Method for Constrained Maxima
- The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
- Methods of conjugate gradients for solving linear systems
- Variational methods for the solution of problems of equilibrium and vibrations
- The N‐Step Iteration Procedures