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Persistent URL http://purl.org/net/epubs/work/54929
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Record Id 54929
Title Corrigendum : 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 filter, and yet can be proved to be globally convergent to first-order stationary points. It uses different trust-regions to cope with the nonlinearity of the objective and constraint functions, 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 CSE , CSE-NAG , STFC
Keywords numerical algorithms , nonlinear optimization , equality constraints , global convergence
Funding Information
Related Research Object(s): 42072
Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2011-006. 2011. RAL-TR-2011-006.pdf 2011
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