A globally convergent method for nonlinear programming |
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Authors: | S. P. Han |
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Affiliation: | (1) Department of Computer Science, Cornell University, Ithaca, New York |
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Abstract: | Recently developed Newton and quasi-Newton methods for nonlinear programming possess only local convergence properties. Adopting the concept of the damped Newton method in unconstrained optimization, we propose a stepsize procedure to maintain the monotone decrease of an exact penalty function. In so doing, the convergence of the method is globalized.This research was supported in part by the National Science Foundation under Grant No. ENG-75-10486. |
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Keywords: | Nonlinear programming global convergence exact penalty function |
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