Nonlinear Programming without a penalty function

Nonlinear Programming without a penalty function (2000)

by Roger Fletcher , Sven Leyffer

Venue:	Mathematical Programming
Citations:	120 - 25 self

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Datum	Value	Source
TITLE	Nonlinear Programming without a penalty function	user correction - Legacy Corrections
AUTHOR NAME	Roger Fletcher	user correction - Legacy Corrections
AUTHOR NAME	Sven Leyffer	user correction - Legacy Corrections
ABSTRACT	In this paper the solution of nonlinear programming problems by a Sequential Quadratic Programming (SQP) trust-region algorithm is considered. The aim of the present work is to promote global convergence without the need to use a penalty function. Instead, a new concept of a "filter" is introduced which allows a step to be accepted if it reduces either the objective function or the constraint violation function. Numerical tests on a wide range of test problems are very encouraging and the new algorithm compares favourably with LANCELOT and an implementation of Sl 1 QP.	user correction - Legacy Corrections
YEAR	2000	user correction - Legacy Corrections
VENUE	Mathematical Programming	INFERENCE
VENUE TYPE	JOURNAL	INFERENCE
PAGES	239--269	INFERENCE
VOLUME	91	INFERENCE
TECH	Technical Report NA/171	INFERENCE
CITATIONS	13 found	ParsCit 1.0