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Nonlinear programming via an exact penalty function: Asymptotic analysis. (English) Zbl 0501.90078


MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
90C20 Quadratic programming
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References:

[1] C. Charalambous, ”A lower bound for the controlling parameter of the exact penalty function”,Mathematical Programming 15 (1978) 278–290. · Zbl 0395.90071
[2] C. Charalambous, ”On the conditions for optimality of the nonlinearl 1 problem”,Mathematical Programming 17 (1979) 123–135. · Zbl 0436.90095
[3] T.F. Coleman and A.R. Conn, ”Second-order conditions for an exact penalty function”,Mathematical Programming 19 (1980) 178–185. · Zbl 0441.65053
[4] T.F. Coleman and A.R. Conn, ”Nonlinear programming via an exact penalty function: Global analysis’,Mathematical Programming 24 (1982) 137–161. [This issue.] · Zbl 0501.90077
[5] R.M. Chamberlain, ”Some examples of cycling in variable metric methods for constrained optimization”,Mathematical Programming 16 (1979) 378–383. · Zbl 0402.90088
[6] R.M. Chamberlain, H.C. Pederson and M.J.D. Powell, ”A technique for forcing convergence in variable metric methods for constrained optimization”, presented at the Tenth International Symposium on Mathematical Programming, Montreal (1979).
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[9] L.C.W. Dixon, ”On the convergence properties of variable metric recursive quadratic programming methods”, presented at the Tenth International Symposium on Mathematical Programming, Montreal (1979).
[10] A.V. Fiacco and G.P. McCormick,Non-linear programming: Sequential unconstrained minimization techniques (Wiley, New York, 1968). · Zbl 0193.18805
[11] P. Gill and W. Murray,Numerical methods for constrained optimization (Academic Press, London, 1974). · Zbl 0297.90082
[12] S.P. Han, ”A globally convergent method for nonlinear programming”,Journal of Optimization Theory and Applications 22 (1977) 297–309. · Zbl 0336.90046
[13] S.P. Han, ”Superlinearly convergent variable metric algorithms for general nonlinear programming problems”,Mathematical Programming 11 (1976) 263–282. · Zbl 0364.90097
[14] W. Murray and M. Wright, ”Projected Lagrangian methods based on the trajectories of penalty and barrier functions”, Technical Report SOL 78-23, Department of Operations Research, Stanford University, Stanford, CA (1978).
[15] M.J.D. Powell, ”The convergence of variable metric methods for nonlinearly constrained optimization calculations”, in: O.L. Mangasarian, R.R. Meyer and S.M. Robinson, eds.,Nonlinear programming 3 (Academic Press, New York, 1978) pp. 27–63. · Zbl 0464.65042
[16] W. Zangwill, ”Nonlinear programming via penalty functions”,Management Science 13 (1967) 344–350. · Zbl 0171.18202
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