A line search exact penalty method using steering rules
نویسندگان
چکیده
منابع مشابه
A line search exact penalty method using steering rules
Line search algorithms for nonlinear programming must include safeguards to enjoy global convergence properties. This paper describes an exact penalization approach that extends the class of problems that can be solved with line search SQP methods. In the new algorithm, the penalty parameter is adjusted at every iteration to ensure sufficient progress in linear feasibility and to promote accept...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2010
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-010-0408-0