Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization

DOI10.1137/19M1255069zbMath1447.90064arXiv1912.02093OpenAlexW4252287892MaRDI QIDQ3300858

Michael A. Saunders, Michael P. Friedlander, Ron Estrin, Dominique Orban

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/1912.02093

zbMATH Keywords

iterative methodsnonlinear programmingtrust regionexact penaltyfactorization freesmooth penalty

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items

An exact penalty approach for optimization with nonnegative orthogonality constraints, On Iterative Solution of the Extended Normal Equations, Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization, LNLQ: An Iterative Method for Least-Norm Problems with an Error Minimization Property

Uses Software

• KNITRO
• CUTEr
• SifDec

Cites Work

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