On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
From MaRDI portal
Publication:3819911
DOI10.1137/0726007zbMath0667.65050OpenAlexW2090523290MaRDI QIDQ3819911
Publication date: 1989
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0726007
algorithmsconstrained optimizationequality constraintsaugmented LagrangiansQ-linear convergencequadratic penalty functionsQ- superlinear convergencesequential penalty function method
Related Items (17)
Optimum dimensional synthesis of planar mechanisms with geometric constraints ⋮ Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization ⋮ Stable exponential-penalty algorithm with superlinear convergence ⋮ Improved convergence order for augmented penalty algorithms ⋮ Augmented penalty algorithms based on BFGS secant approximations and trust regions ⋮ Penalty algorithms in Hilbert spaces ⋮ A local MM subspace method for solving constrained variational problems in image recovery ⋮ Quadratic rate of convergence for a primal-dual exponential penalty algorithm ⋮ Study of a primal-dual algorithm for equality constrained minimization ⋮ Primal-dual nonlinear rescaling method with dynamic scaling parameter update ⋮ High-order Newton-penalty algorithms ⋮ A general class of penalty/barrier path-following Newton methods for nonlinear programming ⋮ A convexity-based homotopy method for nonlinear optimization in model predictive control ⋮ A two parameter mixed interior-exterior penalty algorithm ⋮ New theoretical results on recursive quadratic programming algorithms ⋮ Huber approximation for the non-linear \(l_{1}\) problem ⋮ From global to local convergence of interior methods for nonlinear optimization
This page was built for publication: On the Convergence of a Sequential Penalty Function Method for Constrained Minimization