AN RQP ALGORITHM USING A DIFFERENTIABLE EXACT PENALTY-FUNCTION FOR INEQUALITY CONSTRAINED PROBLEMS

被引：15

作者：

DIPILLO, G

FACCHINEI, F

GRIPPO, L

机构：

[1] Dipartimento di Informatica e Sistemistica, Università di Roma 'La Sapienza', Rome

来源：

MATHEMATICAL PROGRAMMING | 1992年 / 55卷 / 01期

关键词：

RECURSIVE QUADRATIC PROGRAMMING; EXACT PENALTY FUNCTIONS; NONLINEAR PROGRAMMING; CONSTRAINED OPTIMIZATION;

D O I：

10.1007/BF01581190

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper we propose a recursive quadratic programming algorithm for nonlinear programming problems with inequality constraints that uses as merit function a differentiable exact penalty function. The algorithm incorporates an automatic adjustment rule for the selection of the penalty parameter and makes use of an Armijo-type line search procedure that avoids the need to evaluate second order derivatives of the problem functions. We prove that the algorithm possesses global and superlinear convergence properties. Numerical results are reported.

引用

页码：49 / 68

页数：20

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