Flexible penalty functions for nonlinear constrained optimization
نویسندگان
چکیده
منابع مشابه
Flexible Penalty Functions for Nonlinear Constrained Optimization
[Received on 31 March 2007] We propose a globalization strategy for nonlinear constrained optimization. The method employs a “flexible” penalty function to promote convergence, where during each iteration the penalty parameter can be chosen as any number within a prescribed interval, rather than a fixed value. This increased flexibility in the step acceptance procedure is designed to promote lo...
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ژورنال
عنوان ژورنال: IMA Journal of Numerical Analysis
سال: 2008
ISSN: 0272-4979,1464-3642
DOI: 10.1093/imanum/drn003