A line search exact penalty method with bi-object strategy for nonlinear constrained optimization

作者:

Highlights:

• Penalty factor is only related to the information at the current iterate point.

• The sequence of the penalty parameter is non-monotone.

• The search direction is related to the penalty factor.

• The acceptable criterion is not related to the penalty factor.

• Method can handle degenerate problems and inconsistent constraint linearizations.

摘要

•Penalty factor is only related to the information at the current iterate point.•The sequence of the penalty parameter is non-monotone.•The search direction is related to the penalty factor.•The acceptable criterion is not related to the penalty factor.•Method can handle degenerate problems and inconsistent constraint linearizations.

论文关键词:65K05,49M37,90C30,Nonlinear constrained optimization,Exact penalty methods,Bi-object strategy,Global convergence

论文评审过程:Received 2 October 2015, Revised 23 December 2015, Available online 6 January 2016, Version of Record 28 January 2016.

论文官网地址:https://doi.org/10.1016/j.cam.2015.12.033