An augmented penalty function method with penalty parameter updates for nonconvex optimization

DOI10.1016/j.na.2011.03.013zbMath1229.90135OpenAlexW2027659296WikidataQ58048434 ScholiaQ58048434MaRDI QIDQ654058

C. Yalçın Kaya, Regina Sandra Burachik

Publication date: 21 December 2011

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://ap01.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12142890360001831

zbMATH Keywords

nonsmooth optimizationnonconvex optimizationpenalty methodaugmented Lagrangiankissing number problemduality scheme

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37)

Related Items

A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality ⋮ On the convergence analysis of a penalty algorithm for nonsmooth optimization and its performance for solving hard-sphere problems ⋮ A New Sequential Optimality Condition for Constrained Nonsmooth Optimization ⋮ An approximate exact penalty in constrained vector optimization on metric spaces ⋮ Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality ⋮ An approximate exact penalty for vector inequality-constrained minimization problems ⋮ Augmented Lagrangian Objective Penalty Function ⋮ The exact penalty map for nonsmooth and nonconvex optimization

Uses Software

• AMPL
• SolvOpt
• Ipopt

Cites Work

• Unnamed Item
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