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