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On the use of exact penalty functions to determine step length in optimization algorithms

Part of the Lecture Notes in Mathematics book series (LNM,volume 773)

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  • Search Direction
  • Step Length
  • Penalty Parameter
  • Accumulation Point
  • Descent Direction

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References

  1. Conn, A.R. "Constrained Optimization Using a Nondifferentiable Penalty Function", SIAM J. Numer. Anal. 10, 760–784, (1973).

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  7. Mayne, D.Q. and Polak, E. "A Superlinearly Convergent Algorithm for Constrained Optimization Problems", Research Report, C.C.D., Imperial College, 78/52, (1978).

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  8. Polak, E. "Computational Methods in Optimization, A Unified Approach", Academic Press, (1971).

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  9. Powell, M.J.D. "A Fast Algorithm for Nonlinearly Constrained Optimization Calculations", in Numerical Analysis, ed. G.A. Watson, Springer Verlag, (1978).

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  10. Powell, M.J.D. "The Convergence of Variable Metric Methods for Nonlinearly Constrained Optimization Problems", Technical Memorandum 315, Applied Mathematics Division, Argonne National Laboratory, Illinois, (1977).

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© 1980 Springer-Verlag

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Mayne, D.Q. (1980). On the use of exact penalty functions to determine step length in optimization algorithms. In: Watson, G.A. (eds) Numerical Analysis. Lecture Notes in Mathematics, vol 773. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094166

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  • DOI: https://doi.org/10.1007/BFb0094166

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09740-2

  • Online ISBN: 978-3-540-38562-2

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