|
|||||
|
|
Nonlinear programming via an exact penalty function: Global analysis |
|
| Authors: | T F Coleman A R Conn |
| Institution: | (1) Applied Mathematics Division, Argonne National Laboratory, Argonne, IL, USA;(2) Department of Computer Science, University of Waterloo, Waterloo, Ont., Canada;(3) Present address: Department of Computer Science, Cornell University, Ithaca, New York, USA |
| Abstract: | In this paper we motivate and describe an algorithm to solve the nonlinear programming problem. The method is based on an exact penalty function and possesses both global and superlinear convergence properties. We establish the global qualities here (the superlinear nature is proven in 7]). The numerical implementation techniques are briefly discussed and preliminary numerical results are given.This work is supported in part by NSERC Grant No. A8639 and the U.S. Dept. of Energy. |
| Keywords: | Nonlinear Programming Exact Penalty Methods Successive Quadratic Programming |
| 本文献已被 SpringerLink 等数据库收录！ | |