منابع مشابه
An 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 کاملAn 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...
متن کاملSteering exact penalty methods for nonlinear programming
This paper reviews, extends and analyzes a new class of penalty methods for nonlinear optimization. These methods adjust the penalty parameter dynamically; by controlling the degree of linear feasibility achieved at every iteration, they promote balanced progress toward optimality and feasibility. In contrast with classical approaches, the choice of the penalty parameter ceases to be a heuristi...
متن کاملNonlinear programming without a penalty function
Abstract. In this paper the solution of nonlinear programming problems by a Sequential Quadratic Programming (SQP) trust-region algorithm is considered. The aim of the present work is to promote global convergence without the need to use a penalty function. Instead, a new concept of a “filter” is introduced which allows a step to be accepted if it reduces either the objective function or the co...
متن کاملAn interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
In this paper, we consider an interior point method for nonlinear semidefinite programming. Yamashita, Yabe and Harada presented a primal-dual interior point method in which a nondifferentiable merit function was used. By using shifted barrier KKT conditions, we propose a differentiable primal-dual merit function within the framework of the line search strategy, and prove the global convergence...
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: Transactions of the Society of Instrument and Control Engineers
سال: 1973
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.9.100