Scalable Nonlinear Programming via Exact Differentiable Penalty Functions and Trust-Region Newton Methods
نویسندگان
چکیده
منابع مشابه
Scalable Nonlinear Programming via Exact Differentiable Penalty Functions and Trust-Region Newton Methods
We present an approach for nonlinear programming (NLP) based on the direct minimization of an exact differentiable penalty function using trust-region Newton techniques. As opposed to existing algorithmic approaches to NLP, the approach provides all the features required for scalability: it can efficiently detect and exploit directions of negative curvature, it is superlinearly convergent, and ...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2014
ISSN: 1052-6234,1095-7189
DOI: 10.1137/120888181