Asymptotic Admissibility of the Unit Stepsize in Exact Penalty Methods

DOI10.1137/0327033zbMath0678.90068OpenAlexW1998154156MaRDI QIDQ3835307

Joseph Frédéric Bonnans

Publication date: 1989

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0327033

zbMATH Keywords

global convergenceequality constraintsexact penaltysmooth constraintssmooth objective functionnondifferentiable augmented Lagrangiansuperlinear rate of the convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15)

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