VARIABLE METRIC METHODS FOR CONSTRAINED OPTIMIZATION USING DIFFERENTIABLE EXACT PENALTY FUNCTIONS.

Research output: Contribution to conferencePaperpeer-review

1 Scopus citations

Abstract

The application of variable metric methods for solving twice continuously differentiable equality constrained optimization problems is considered. It is shown that the region of convergence of such methods can be enlarged by making use of differentiable exact penalty functions due to G. DiPillo and L. Grippo, and R. Fletcher. The methods are well suited for use in conjunction with M. J. D. Powell's variable metric formula and bypass some of the inherent disadvantages of nondifferentiable exact penalty functions.

Original languageEnglish (US)
Pages584-593
Number of pages10
StatePublished - Jan 1 2017
Externally publishedYes
EventProc Annu Allerton Conf Commun Control Comput 18th - Monticello, IL, USA
Duration: Oct 8 1980Oct 11 1980

Conference

ConferenceProc Annu Allerton Conf Commun Control Comput 18th
CityMonticello, IL, USA
Period10/8/8010/11/80

ASJC Scopus subject areas

  • Engineering(all)

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