Smoothed penalty algorithms for optimization of nonlinear models |
| |
| Authors: | M Herty A Klar A K Singh P Spellucci |
| |
| Institution: | (1) FB Mathematik, TU Kaiserslautern, Kaiserslautern, Germany;(2) FB Mathematik, TU Darmstadt, Darmstadt, Germany |
| |
| Abstract: | We introduce an algorithm for solving nonlinear optimization problems with general equality and box constraints. The proposed
algorithm is based on smoothing of the exact l
1-penalty function and solving the resulting problem by any box-constraint optimization method. We introduce a general algorithm
and present theoretical results for updating the penalty and smoothing parameter. We apply the algorithm to optimization problems
for nonlinear traffic network models and report on numerical results for a variety of network problems and different solvers
for the subproblems. |
| |
| Keywords: | Penalty methods Traffic networks Non-convex optimization methods |
| 本文献已被 SpringerLink 等数据库收录！ |
