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A two-parameter exact penalty function for nonlinear programming. (English) Zbl 0819.90093

Summary: A sequential quadratic programming algorithm for nonlinear programs using an \(l_ \infty\)-exact penalty function is described. Numerical results are also presented. These results show that the algorithm is competitive with other exact penalty function based algorithms and that the inclusion of the second penalty parameter can be advantageous.

MSC:

90C30 Nonlinear programming
49M30 Other numerical methods in calculus of variations (MSC2010)
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