High-order Newton-penalty algorithms

DOI10.1016/j.cam.2004.11.043zbMath1077.65061OpenAlexW2015985877MaRDI QIDQ557745

Jean-Pierre Dussault

Publication date: 30 June 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.11.043

zbMATH Keywords

convergenceNewton methodinterior point algorithmsquadratic penalty functionPredictor-corrector methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (6)

On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians ⋮ The Chebyshev-Shamanskii method for solving systems of nonlinear equations ⋮ La différentiation automatique et son utilisation en optimisation ⋮ Direct analytical solution of a modified form of the meshing equations in two dimensions for non-conjugate gear contact ⋮ Fast unconditionally stable 2-D analysis of non-conjugate gear contacts using an explicit formulation of the meshing equations ⋮ A new family of high-order directions for unconstrained optimization inspired by Chebyshev and Shamanskii methods

Cites Work

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• On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
• Augmented penalty algorithms
• Numerical Stability and Efficiency of Penalty Algorithms
• On the superlinear convergence order of the logarithmic barrier algorithm
• Global convergence technique for the Newton method with periodic Hessian evaluation

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