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  • Search: subject:"Exact penalty function"
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Subject
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Exact penalty function 5 Global convergence 3 Mathematical programming 3 Mathematische Optimierung 3 Nonlinear programming 3 Semi-infinite programming 3 Theorie 3 Theory 3 Penalty algorithm 2 Smooth approximation 2 exact penalty function method 2 $$l_\rho $$ exact penalty function 1 Algorithm 1 Algorithmus 1 Augmented Lagrangian 1 Constraint qualifications 1 Convergence 1 Fabrikplanung 1 Facility layout 1 Generalized Nash equilibrium problem 1 Impulsive system 1 Jointly convex problem 1 Nash equilibrium problem 1 Nichtlineare Optimierung 1 Optimal control 1 Optimal discrete-valued control 1 Partial penalization 1 Penalized optimization problem 1 Penalty function algorithms 1 Preconditioning 1 QAP 1 Simultaneous analysis and design 1 Smooth and exact penalty function 1 Switched system 1 Time scaling transformation 1 Time-scaling transformation 1 backtracking search algorithm 1 continuous optimization 1 facility layout 1 l1 exact penalty function 1
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Undetermined 9
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Article 10
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Article in journal 3 Aufsatz in Zeitschrift 3
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Undetermined 7 English 3
Author
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Liu, Qian 3 Loxton, Ryan 2 Wang, Changyu 2 Yang, Xinmin 2 ANTCZAK, TADEUSZ 1 Blanchard, Eunice 1 Facchinei, Francisco 1 Griewank, Andreas 1 Hamdi, Adel 1 Ju, Jiachen 1 Lampariello, Lorenzo 1 Li, Bin 1 Love, Peter 1 Luo, Hanbin 1 Ma, Cheng 1 Rehbock, Volker 1 Teo, Kok 1 Teo, Kok Lay 1 Wang, Changyun 1 Yu, Changjun 1 Zhou, Jinchuan 1 Zhou, Jingyang 1
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Journal of Global Optimization 4 Asia-Pacific Journal of Operational Research (APJOR) 1 Computational Optimization and Applications 1 Computational Statistics 1 International journal of production research 1 Mathematical methods of operations research 1 Mathematical methods of operations research : ZOR 1
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RePEc 7 ECONIS (ZBW) 3
Showing 1 - 10 of 10
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Convergence properties of a class of exact penalty methods for semi-infinite optimization problems
Ju, Jiachen; Liu, Qian - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 383-403
Persistent link: https://www.econbiz.de/10012301595
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An exact penalty function method for optimising QAP formulation in facility layout problem
Zhou, Jingyang; Love, Peter; Teo, Kok Lay; Luo, Hanbin - In: International journal of production research 55 (2017) 9/10, pp. 2913-2929
Persistent link: https://www.econbiz.de/10011649170
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THE l1 PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS
ANTCZAK, TADEUSZ - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 05, pp. 559-576
In this paper, some new results on the l1 exact penalty function method are presented. A simple optimality … exact penalty function is also established. … characterization is given for the nonconvex differentiable optimization problems with inequality constraints via the l1 exact penalty …
Persistent link: https://www.econbiz.de/10008738743
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Optimal control of impulsive switched systems with minimum subsystem durations
Blanchard, Eunice; Loxton, Ryan; Rehbock, Volker - In: Journal of Global Optimization 60 (2014) 4, pp. 737-750
This paper presents a new computational approach for solving optimal control problems governed by impulsive switched systems. Such systems consist of multiple subsystems operating in succession, with possible instantaneous state jumps occurring when the system switches from one subsystem to...
Persistent link: https://www.econbiz.de/10011151233
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A new class of exact penalty functions and penalty algorithms
Wang, Changyu; Ma, Cheng; Zhou, Jinchuan - In: Journal of Global Optimization 58 (2014) 1, pp. 51-73
For nonlinear programming problems, we propose a new class of smooth exact penalty functions, which includes both barrier-type and exterior-type penalty functions as special cases. We develop necessary and sufficient conditions for exact penalty property and inverse proposition of exact...
Persistent link: https://www.econbiz.de/10010896410
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On the convergence of a smoothed penalty algorithm for semi-infinite programming
Liu, Qian; Wang, Changyun; Yang, Xinmin - In: Mathematical methods of operations research 78 (2013) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10010205321
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Optimal discrete-valued control computation
Yu, Changjun; Li, Bin; Loxton, Ryan; Teo, Kok - In: Journal of Global Optimization 56 (2013) 2, pp. 503-518
struggle to handle these constraints. We introduce a novel exact penalty function to penalize constraint violations, and then …
Persistent link: https://www.econbiz.de/10010896358
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On the convergence of a smoothed penalty algorithm for semi-infinite programming
Liu, Qian; Wang, Changyu; Yang, Xinmin - In: Computational Statistics 78 (2013) 2, pp. 203-220
For semi-infinite programming (SIP), we consider a class of smoothed penalty functions, which approximate the exact $$l_\rho (0\rho \le 1)$$ penalty functions. On base of the smoothed penalty function, we present a feasible penalty algorithm for solving SIP. Without any boundedness condition or...
Persistent link: https://www.econbiz.de/10010847937
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Partial penalization for the solution of generalized Nash equilibrium problems
Facchinei, Francisco; Lampariello, Lorenzo - In: Journal of Global Optimization 50 (2011) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10009149542
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Reduced quasi-Newton method for simultaneous design and optimization
Hamdi, Adel; Griewank, Andreas - In: Computational Optimization and Applications 49 (2011) 3, pp. 521-548
Persistent link: https://www.econbiz.de/10009149880
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