Projets par an
Résumé
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.
langue originale | Anglais |
---|---|
titre | Springer Proceedings in Mathematics and Statistics |
Sous-titre | Proceedings of NAOIII 2014 |
Editeur | Springer New York |
Pages | 117-150 |
Nombre de pages | 34 |
Volume | 134 |
ISBN (imprimé) | 9783319176888 |
Les DOIs | |
Etat de la publication | Publié - 2015 |
Evénement | 3rd International Conference on Numerical Analysis and Optimization: Theory, Methods, Applications and Technology Transfer, NAOIII-2014 - Muscat, Oman Durée: 5 janv. 2014 → 9 janv. 2014 |
Une conférence
Une conférence | 3rd International Conference on Numerical Analysis and Optimization: Theory, Methods, Applications and Technology Transfer, NAOIII-2014 |
---|---|
Pays | Oman |
La ville | Muscat |
période | 5/01/14 → 9/01/14 |
Empreinte digitale Examiner les sujets de recherche de « An interior-point ℓ<sub>1</sub>-penalty method for nonlinear optimization ». Ensemble, ils forment une empreinte digitale unique.
Projets
- 2 Actif
-
GALAHAD: GALAHAD, une collection de logiciels pour l'optimisation non linéaire
1/03/00 → …
Projet: Recherche
-
ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
1/01/87 → …
Projet: Axe de recherche