An augmented penalty function method with penalty parameter updates for nonconvex optimization
نویسندگان
چکیده
منابع مشابه
Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual converg...
متن کاملPenalty Dual Decomposition Method For Nonsmooth Nonconvex Optimization
Many contemporary signal processing, machine learning and wireless communication applications can be formulated as nonconvex nonsmooth optimization problems. Often there is a lack of efficient algorithms for these problems, especially when the optimization variables are nonlinearly coupled in some nonconvex constraints. In this work, we propose an algorithm named penalty dual decomposition (PDD...
متن کاملDecrease of the Penalty Parameter in Differentiable Penalty Function Methods
We propose a simple modification to the differentiable penalty methods for solving nonlinear programming problems. This modification decreases the penalty parameter and the ill-conditioning of the penalty method and leads to a faster convergence to the optimal solution. We extend the modification to the augmented Lagrangian method and report some numerical results on several nonlinear programmi...
متن کاملA Penalty Function Algorithm with Objective Parameters and Constraint Penalty Parameter for Multi-Objective Programming
In this paper, we present an algorithm to solve the inequality constrained multi-objective programming (MP) by using a penalty function with objective parameters and constraint penalty parameter. First, the penalty function with objective parameters and constraint penalty parameter for MP and the corresponding unconstraint penalty optimization problem (UPOP) is defined. Under some conditions, a...
متن کاملAn objective penalty function method for nonlinear programming
K e y w o r d s N o n l i n e a r programming, Exact penalty function, Objective penalty function. 1. I N T R O D U C T I O N The problem we consider in this paper is as follows: f0(x), s.t. k ( a ) < 0, i E I = { 1 , 2 , . . . , m } , (P) The authors would like to thank anonymous referees' comments and remarks that help us to improve the presentation of this paper considerably. This research w...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Nonlinear Analysis: Theory, Methods & Applications
سال: 2012
ISSN: 0362-546X
DOI: 10.1016/j.na.2011.03.013