Stable exponential-penalty algorithm with superlinear convergence

Roberto Cominetti, Jean‐Pierre Dussault

Type: Article

Publication Date: 1994-11-01

Citations: 63

DOI: https://doi.org/10.1007/bf02190058

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Locations

Journal of Optimization Theory and Applications - View

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+	Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function	2015	N. Echebest María Daniela Sánchez María Laura Schuverdt
+	Quadratic rate of convergence for a primal-dual exponential penalty algorithm	1997	Roberto Cominetti J. M. Pérez-Cerda
+	From global to local convergence of interior methods for nonlinear optimization	2012	Paul Armand Joël Benoist Dominique Orban
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Works Cited by This (6)

Action	Title	Year	Authors
+	On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions	1986	Nicholas I. M. Gould
+	Numerical Stability and Efficiency of Penalty Algorithms	1995	Jean‐Pierre Dussault
+	A smooth sequential penalty function method for solving nonlinear programming problems	2005	C. G. Broyden N. F. Attia
+	An exponential penalty method for nondifferentiable minimax problems with general constraints	1979	Jean Jacques Strodiot Van Hien Nguyen
+	Penalty functions, Newton's method, and quadratic programming	1988	C. G. Broyden N. F. Attia
+ PDF Chat	On the Convergence of a Sequential Penalty Function Method for Constrained Minimization	1989	Nicholas I. M. Gould