Climate Penalty

Penalty Method

Penalty Functions

Differentiable Local Barrier-penalty Paths Barrier-penalty Paths

Perturbations of Karush-Kuhn-Tucker conditions play an important role for primal-dual interior point methods. Beside the usual logarithmic barrier various further techniques of sequential unconstrained minimization are well known. However other than logarithmic embeddings are rarely studied in connection with Newton path-following methods. A key property that allows to extend the class of metho...

Estimation of penalty parameters for symmetric interior penalty Galerkin methods

This paper presents computable lower bounds of the penalty parameters for stable and convergent symmetric interior penalty Galerkin methods. In particular, we derive the explicit dependence of the coercivity constants with respect to the polynomial degree and the angles of the mesh elements. Numerical examples in all dimensions and for different polynomial degrees are presented. We show the num...

Decrease 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...