A PENALTY METHOD FOR NONLINEAR PROGRAMMING

被引：6
|
作者：
Cherif, Larbi Bachir [1 ]
Merikhi, Bachir [1 ]
机构：
[1] Univ Setif 1, Dept Math, Lab Math Fondamentales & Numer, Setif, Algeria
来源：
RAIRO-OPERATIONS RESEARCH | 2019年 / 53卷 / 01期
关键词：
Logarithmic penalty method; method of majorant functions; convex programming; BOUNDS;
D O I：
10.1051/ro/2018061
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper presents a variant of logarithmic penalty methods for nonlinear convex programming. If the descent direction is obtained through a classical Newton-type method, the line search is done on a majorant function. Numerical tests show the efficiency of this approach versus classical line searches.
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页码：29 / 38
页数：10
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