A penalty method for nonlinear programming

2019 ◽  
Vol 53 (1) ◽  
pp. 29-38
Author(s):  
Larbi Bachir Cherif ◽  
Bachir Merikhi
Keyword(s):  
Nonlinear Programming ◽  
Convex Programming ◽  
Penalty Method ◽  
Line Search ◽  
Penalty Methods ◽  
Descent Direction ◽  
Type Method ◽  
Numerical Tests ◽  
Line Searches ◽  
Majorant Function

This paper presents a variant of logarithmic penalty methods for nonlinear convex programming. If the descent direction is obtained through a classical Newton-type method, the line search is done on a majorant function. Numerical tests show the efficiency of this approach versus classical line searches.

scholarly journals Comparison of Filter Line Search Algorithms in the Primal-Dual Barrier Approach for Nonlinear Programming

2009 ◽  
Author(s):  
M. Fernanda P. Costa ◽  
Edite M. G. P. Fernandes ◽  
Theodore E. Simos ◽  
George Psihoyios ◽  
Ch. Tsitouras
Keyword(s):  
Nonlinear Programming ◽  
Line Search ◽  
Search Algorithms ◽  
Primal Dual

Steering exact penalty methods for nonlinear programming

2008 ◽  
Vol 23 (2) ◽  
pp. 197-213 ◽  
Author(s):  
Richard H. Byrd ◽  
Jorge Nocedal ◽  
Richard A. Waltz
Keyword(s):  
Nonlinear Programming ◽  
Penalty Methods ◽  
Exact Penalty ◽  
Exact Penalty Methods

scholarly journals A line search exact penalty method using steering rules

2010 ◽  
Vol 133 (1-2) ◽  
pp. 39-73 ◽  
Author(s):  
Richard H. Byrd ◽  
Gabriel Lopez-Calva ◽  
Jorge Nocedal
Keyword(s):  
Penalty Method ◽  
Line Search ◽  
Exact Penalty

scholarly journals Penalty methods with stochastic approximation for stochastic nonlinear programming

2016 ◽  
Vol 86 (306) ◽  
pp. 1793-1820 ◽  
Author(s):  
Xiao Wang ◽  
Shiqian Ma ◽  
Ya-xiang Yuan
Keyword(s):  
Nonlinear Programming ◽  
Stochastic Approximation ◽  
Penalty Methods
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