Research output per year
Research output per year
Nick I M Gould, Dominique Orban, Philippe L. Toint
Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review
We describe a mixed interior/exterior-point method for nonlinear programming that handles constraints by way of an ℓ1-penalty function. The penalty problem is reformulated as a smooth inequality-constrained problem that always possesses bounded multipliers, and that may be solved using interior-point techniques as finding a strictly feasible point is trivial. If finite multipliers exist for the original problem, exactness of the penalty function eliminates the need to drive the penalty parameter to infinity. If the penalty parameter needs to increase without bound and if feasibility is ultimately attained, a certificate of degeneracy is delivered. Global and fast local convergence of the proposed scheme are established and practical aspects of the method are discussed.
Original language | English |
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Title of host publication | Springer Proceedings in Mathematics and Statistics |
Subtitle of host publication | Proceedings of NAOIII 2014 |
Publisher | Springer New York |
Pages | 117-150 |
Number of pages | 34 |
Volume | 134 |
ISBN (Print) | 9783319176888 |
DOIs | |
Publication status | Published - 2015 |
Event | 3rd International Conference on Numerical Analysis and Optimization: Theory, Methods, Applications and Technology Transfer, NAOIII-2014 - Muscat, Oman Duration: 5 Jan 2014 → 9 Jan 2014 |
Conference | 3rd International Conference on Numerical Analysis and Optimization: Theory, Methods, Applications and Technology Transfer, NAOIII-2014 |
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Country/Territory | Oman |
City | Muscat |
Period | 5/01/14 → 9/01/14 |
Research output: Contribution to journal › Article › peer-review