Nonlinear programming without a penalty function or a filter

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DOI	10.5286/raltr.2007016
Persistent URL	http://purl.org/net/epubs/work/42072
Record Status	Checked
Record Id	42072
Title	Nonlinear programming without a penalty function or a filter
Contributors	NIM Gould (STFC Rutherford Appleton Lab.), PL Toint
Abstract	A new method is introduced for solving equality constrained nonlinear optimization problems. This method does not use a penalty function, nor a barrier or a filter, and yet can be proved to be globally convergent to first-order stationary points. it uses different trust-regions to cope with the nonlinearities of the objective function and the constraints, and allows inexact SQP steps that do not lie exactly in the nullspace of the local Jacobian. Preliminary numerical experiments on CUTEr problems indicate that the method performs well.
Organisation	CCLRC , CSE , CSE-NAG
Keywords
Funding Information
Related Research Object(s):	54929 , 49196904
Licence Information:
Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-2007-016. STFC, 2007.		RALTR2007016.pdf	2007