Keyword: penalty functions

Found 40 papers in total
On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constraint degeneracy
On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constraint degeneracy
2002,
We analyze the convergence of a sequential quadratic programming (SQP) method for...
Hyperbolic penalty: A new method for nonlinear programming with inequalities
Hyperbolic penalty: A new method for nonlinear programming with inequalities
2001,
This work intends to present and to analyze a new penalty method that purposes to...
On using exterior penalty approaches for solving linear programming problems
On using exterior penalty approaches for solving linear programming problems
2001,
In this paper, we investigate three exterior penalty function approaches for solving...
Exact penalization of mathematical programs with equilibrium constraints
Exact penalization of mathematical programs with equilibrium constraints
1999,
We study theoretical and computational aspects of an exact penalization approach to...
A trust region method for semi-infinite programming problems
A trust region method for semi-infinite programming problems
1999,
We present a new successive quadratic programming (SQP) approach for semi-infinite...
How to deal with the unbounded in optimization: Theory and algorithms
How to deal with the unbounded in optimization: Theory and algorithms
1997,
The aim of this survey is to show how the unbounded arises in optimization problems...
The maximization of a function over the efficient set via a penalty function approach
The maximization of a function over the efficient set via a penalty function approach
1996,
In this paper we present several equivalent mathematical programming formulations of...
V- and Λ-shaped properties for optimal single machine schedules for a class of non-separable penalty functions
V- and Λ-shaped properties for optimal single machine schedules for a class of non-separable penalty functions
1995,
We consider the problem of scheduling n jobs on a single machine to minimize a...
Parametrizations of Kojima's system and relations to penalty and barrier functions
Parametrizations of Kojima's system and relations to penalty and barrier functions
1997,
We investigate two homotopies that perturb Kojima's system for describing critical...
Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
1996,
Using the theory of exact penalization for mathematical programs with subanalytic...
Exact and inexact penalty methods for the generalized bilevel programming problem
Exact and inexact penalty methods for the generalized bilevel programming problem
1996,
We consider a hierarchical system where a leader incorporates into its strategy the...
Mixed penalties: A two-step superlinear algorithm
Mixed penalties: A two-step superlinear algorithm
1993,
In this paper, the authors present an extrapolation strategy to obtain good starting...
A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set
A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set
1993,
In this paper the authors define a new continuously differentiable exact penalty...
Penalty functions in subanalytic optimization
Penalty functions in subanalytic optimization
1992,
The paper defines an exact penalty for optimization problems defined by subanalytic...
Penalization in non-classical convex programming via variational convergence
Penalization in non-classical convex programming via variational convergence
1991,
A penalty method for convex functions which cannot necessarily be extended outside...
Quadratic penalty methods based on linear approximation
Quadratic penalty methods based on linear approximation
1989,
A non-linear programming problem with equality constraints is considered. Iterative...
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