NON-LINEAR PROGRAMMING VIA AN EXACT PENALTY-FUNCTION - GLOBAL ANALYSIS

被引：41

作者：

COLEMAN, TF

CONN, AR

机构：

[1] ARGONNE NATL LAB,DIV APPL MATH,ARGONNE,IL 60439

[2] UNIV WATERLOO,DEPT COMP SCI,WATERLOO N2L 3G1,ONTARIO,CANADA

来源：

MATHEMATICAL PROGRAMMING | 1982年 / 24卷 / 02期

关键词：

EXACT PENALTY METHODS - SUCCESSIVE QUADRATIC PROGRAMMING;

D O I：

10.1007/BF01585101

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

An algorithm to solve the nonlinear programming problem is notivated and described. The method is based on an exact penalty function and possesess both global and superlinear convergence properties. The global qualities are established. The numerical implementation technqiues are briefly discussed, and preliminary numerical results are given.

引用

页码：137 / 161

页数：25

共 15 条

[1]

Asaadi J, 1973, MATH PROGRAM, V4, P144

[2] MINIMIZATION TECHNIQUES FOR PIECEWISE DIFFERENTIABLE FUNCTIONS - L1 SOLUTION TO AN OVERDETERMINED LINEAR-SYSTEM [J].