A Penalty Line Search Method with Steering Rules
نویسنده
چکیده
In this paper an exact penalty line search is introduced for solving constrained nonlinear programing. By this method it is possible to solve some problems with combining penalty method and SQP method, and in any iteration for producing new stepone can uses linear search and solves unconstrained optimization by exact penalty function. In this method a linear programming subproblem with trust area constraint uses to update penalty parameter. This method ran and tested over various problems. Theresults show effectiveness of the method.
منابع مشابه
A line search exact penalty method using steering rules
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