On the numerical realization of the exact penalty method for quadratic programming algorithms

DOI10.1016/0377-2217(90)90017-6zbMath0714.90080OpenAlexW2088676248MaRDI QIDQ751516

Frank Koerner

Publication date: 1990

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(90)90017-6

zbMATH Keywords

penalty functionlocal minimizerquadratic nonconvex optimizationactive constraint strategyupdating procedure

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

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