A two parameter exact penalty function for nonlinear programming

Type of content
Reports
Publisher's DOI/URI
Thesis discipline
Degree name
Research Report
Publisher
University of Canterbury. Dept. of Mathematics
Journal Title
Journal ISSN
Volume Title
Language
Date
1993
Authors
Coope, I. D.
Price, C. J.
Abstract

A sequential quadratic programming algorithm for nonlinear programs using an l∞ exact penalty function is described. Numerical results are also presented. These results show that the algorithm is competitive with other exact penalty function based algorithms, and that the inclusion of the second penalty parameter can be advantageous.

Description
Citation
Keywords
Nonlinear Optimization, Exact Penalty Functions
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Field of Research::01 - Mathematical Sciences::0103 - Numerical and Computational Mathematics
Rights
Copyright Ian D. Coope