ISSN:
1432-0606
Keywords:
nonlinear programming
;
multiplier methods
;
penalty methods
;
global convergence
;
penalty limitation
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract This paper deals with penalty function and multiplier methods for the solution of constrained nonconvex nonlinear programming problems. Starting from an idea introduced several years ago by Polak, we develop a class of implementable methods which, under suitable assumptions, produce a sequence of points converging to a strong local minimum for the problem, regardless of the location of the initial guess. In addition, for sequential minimization type multiplier methods, we make use of a rate of convergence result due to Bertsekas and Polyak, to develop a test for limiting the growth of the penalty parameter and thereby prevent ill-conditioning in the resulting sequence of unconstrained optimization problems.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01442901
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