Constrained NLP via gradient flow penalty continuation: Towards self-tuning robust penalty schemes

Superlinearly convergent exact penalty projected structured Hessian updating schemes for constrained nonlinear least squares: asymptotic analysis

We present a structured algorithm for solving constrained nonlinear least squares problems, and establish its local two-step Q-superlinear convergence. The approach is based on an adaptive structured scheme due to Mahdavi-Amiri and Bartels of the exact penalty method of Coleman and Conn for nonlinearly constrained optimization problems. The structured adaptation also makes use of the ideas of N...

superlinearly convergent exact penalty projected structured hessian updating schemes for constrained nonlinear least squares: asymptotic analysis

we present a structured algorithm for solving constrained nonlinear least squares problems, and establish its local two-step q-superlinear convergence. the approach is based on an adaptive structured scheme due to mahdavi-amiri and bartels of the exact penalty method of coleman and conn for nonlinearly constrained optimization problems. the structured adaptation also makes use of the ideas of n...

Constrained LAV State Estimation Using Penalty Functions

Inequality constraints are often needed in optimization problems in order to deal with uncertainty. This paper introduces a simple technique that allows enforcement of inequality constraints in `1 norm problems without any modi cations to existing programs. The solution of `1 norm problems is required, for example, in implementing LAV (Least Absolute Value) state estimators in electric power sy...

Backward Penalty Schemes for Monotone Inclusion Problems

Based on a common article of the authors, we are concerned with solving monotone inclusion problems expressed by the sum of a set-valued maximally monotone operator with a single-valued maximally monotone one and the normal cone to the nonempty set of zeros of another set-valued maximally monotone operator. Depending on the nature of the single-valued operator, we propose two iterative penalty ...

Penalty and Barrier Methods for Constrained Optimization