Scalable Nonlinear Programming via Exact Differentiable Penalty Functions and Trust-Region Newton Methods

DOI10.1137/120888181zbMath1295.90086OpenAlexW2003171289MaRDI QIDQ4979878

Victor M. Zavala, Mihai Anitescu

Publication date: 19 June 2014

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

Full work available at URL: https://doi.org/10.1137/120888181

zbMATH Keywords

nonlinear programmingtrust regionNewtonscalableexact differentiable penaltyiterative linear algebra

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Optimal feedback synthesis (49N35) Applications of optimal control and differential games (49N90) Nonlinear boundary value problems for ordinary differential equations (34B15) Approximation methods and heuristics in mathematical programming (90C59) Control problems involving ordinary differential equations (34H05) Methods of successive quadratic programming type (90C55)

Related Items (5)

An alternating trust region algorithm for distributed linearly constrained nonlinear programs, application to the optimal power flow problem ⋮ A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results ⋮ Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming ⋮ Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization ⋮ Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization

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