An interior-point piecewise linear penalty method for nonlinear programming
نویسندگان
چکیده
منابع مشابه
An interior-point piecewise linear penalty method for nonlinear programming
We present an interior-point penalty method for nonlinear programming (NLP), where the merit function consists of a piecewise linear penalty function (PLPF) and an `2-penalty function. The PLPF is defined by a set of penalty parameters that correspond to break points of the PLPF and are updated at every iteration. The `2-penalty function, like traditional penalty functions for NLP, is defined b...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2009
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-009-0296-3