Nonlinear programming via an exact penalty function: Global analysis

DOI10.1007/BF01585101zbMath0501.90077MaRDI QIDQ3967372

Thomas F. Coleman, Andrew R. Conn

Publication date: 1982

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

global and superlinear convergenceglobal analysisexact penalty methodssuccessive quadratic programmingsolution algorithmnumerical implementation techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)

Related Items

An example of irregular convergence in some constrained optimization methods that use the projected hessian, Nonlinear programming via an exact penalty function: Asymptotic analysis, An analysis of reduced Hessian methods for constrained optimization, Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization, A successive quadratic programming algorithm with global and superlinear convergence properties, Recent developments in constrained optimization, Discontinuous piecewise linear optimization, A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares, Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares, Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité, An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm, On the local and global convergence of a reduced Quasi-Newton method¹, A note on the computation of an orthonormal basis for the null space of a matrix, Nonlinear programming and nonsmooth optimization by successive linear programming, The 𝒰-Lagrangian of a convex function, Operations research and optimization (ORO), A two-step superlinearly convergent projected structured BFGS method for constrained nonlinear least squares, An SQP method for general nonlinear programs using only equality constrained subproblems, On the numerical modeling of convex particle assemblies with friction, Efficiency of minimizing compositions of convex functions and smooth maps, An algorithm for composite nonsmooth optimization problems, Orthogonal and conjugate basis methods for solving equality constrained minimization problems, A globally convergent algorithm for nonlinearly constrained optimization problems, Analysis and implementation of a dual algorithm for constrained optimization, A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies

Cites Work

• Unnamed Item
• Steplength algorithms for minimizing a class of nondifferentiable functions
• On conditions for optimality of the nonlinearl 1 problem
• Second-order conditions for an exact penalty function
• Nonlinear programming via an exact penalty function: Asymptotic analysis
• Newton-type methods for unconstrained and linearly constrained optimization
• A Penalty Function Method Converging Directly to a Constrained Optimum
• Minimization Techniques for Piecewise Differentiable Functions: The $l_1$ Solution to an Overdetermined Linear System
• A lower bound for the controlling parameters of the exact penalty functions
• Some examples of cycling in variable metric methods for constrained minimization
• Non-Linear Programming Via Penalty Functions
• A computational comparison of some non-linear programs