On the numerical realization of the exact penalty method for quadratic programming algorithms
type: Item
instance of: scholarly article
title: On the numerical realization of the exact penalty method for quadratic programming algorithms
zbMATH Open document ID: 0714.90080
DOI: 10.1016/0377-2217(90)90017-6
published in: European Journal of Operational Research
publication date: 1990-01-01T00:00:00Z
review text: The following quadratic nonconvex optimization problem is considered: (P) minimize \(x^ TQx-p^ Tx\) subject to Ax\(\leq b\), where A is an \(m\times n\) matrix and C is symmetric. The aim of the paper is to generalize \textit{K. C. A. Kiwiel}'s algorithm [Wiss. Ber. der TH Leipzig 4, 66-67 (1987)] to obtain a local minimizer of the nonconvex problem (P). An active constraint strategy is used to construct a sequence of equality constrained problems. For these problems a penalty function is defined. Finally, the author discusses how the corresponding unrestricted problems can be solved efficiently.
reviewed by: Karel Zimmermann
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 49M30
zbMATH DE Number: 4176841
zbMATH Keywords: updating procedure
zbMATH Keywords: quadratic nonconvex optimization
zbMATH Keywords: local minimizer
zbMATH Keywords: active constraint strategy
zbMATH Keywords: penalty function
author: Frank Koerner
MaRDI profile type: Publication
full work available at URL: 0377-2217(90)90017-6
OpenAlex ID: W2088676248
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description: scientific article; zbMATH DE number 4176841