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.

引用

页码：29 / 38

页数：10

共 50 条

[41] THE DIFFERENTIABLE EXACT PENALTY FUNCTION FOR NONLINEAR SEMIDEFINITE PROGRAMMING
Han, Le
PACIFIC JOURNAL OF OPTIMIZATION, 2014, 10 (02): : 285 - 303
[42] Exact Penalty Functions for Nonlinear Integer Programming Problems
S. Lucidi
F. Rinaldi
Journal of Optimization Theory and Applications, 2010, 145 : 479 - 488
[43] Exact Penalty Functions for Nonlinear Integer Programming Problems
Lucidi, S.
Rinaldi, F.
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2010, 145 (03) : 479 - 488
[44] Erratum to: Nonlinear programming without a penalty function or a filter
N. I. M. Gould
Ph. L. Toint
Mathematical Programming, 2012, 131 : 403 - 404
[45] A Self-adaptive Penalty Approach for Nonlinear Programming
Nie, Pu-Yan
APPLIED MATHEMATICS RESEARCH EXPRESS, 2005, (01) : 1 - 10
[46] Nonlinear averages and convergence of penalty trajectories in convex programming
Cominetti, R
ILL-POSED VARIATIONAL PROBLEMS AND REGULARIZATION TECHNIQUES, 1999, 477 : 65 - 78
[47] Contribution to methods of exterior penalty functions for nonlinear programming
Zecevic, A.
Yugoslav Journal of Operations Research, 1995, 5 (01)
[48] A METAHEURISTIC PENALTY APPROACH FOR THE STARTING POINT IN NONLINEAR PROGRAMMING
Penas, David R.
Raydan, Marcos
RAIRO-OPERATIONS RESEARCH, 2020, 54 (02) : 451 - 469
[49] PENALTY METHODS WITH STOCHASTIC APPROXIMATION FOR STOCHASTIC NONLINEAR PROGRAMMING
Wang, Xiao
Ma, Shiqian
Yuan, Ya-Xiang
MATHEMATICS OF COMPUTATION, 2017, 86 (306) : 1793 - 1820
[50] AN EXACT PENALTY-FUNCTION METHOD WITH GLOBAL CONVERGENCE PROPERTIES FOR NONLINEAR-PROGRAMMING PROBLEMS
DIPILLO, G
GRIPPO, L
MATHEMATICAL PROGRAMMING, 1986, 36 (01) : 1 - 18

← 1 2 3 4 5 →