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Persistent URL http://purl.org/net/epubs/work/42072
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Record Id 42072
Title Nonlinear programming without a penalty function or a filter
Contributors
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
Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2007-016. 2007. RALTR2007016.pdf 2007
Journal Article Math Program 131, no. 1-2 (2012): 403-404. doi:10.1007/s10107-011-0491-x 2012
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