Sensitivity analysis for nonlinear programming using penalty methods

1976 ◽  
Vol 10 (1) ◽  
pp. 287-311 ◽  
Author(s):  
Anthony V. Fiacco
Keyword(s):  
Sensitivity Analysis ◽  
Nonlinear Programming ◽  
Penalty Methods

A penalty method for nonlinear programming

2019 ◽  
Vol 53 (1) ◽  
pp. 29-38
Author(s):  
Larbi Bachir Cherif ◽  
Bachir Merikhi
Keyword(s):  
Nonlinear Programming ◽  
Convex Programming ◽  
Penalty Method ◽  
Line Search ◽  
Penalty Methods ◽  
Descent Direction ◽  
Type Method ◽  
Numerical Tests ◽  
Line Searches ◽  
Majorant Function

This paper presents a variant of logarithmic penalty methods for nonlinear convex programming. If the descent direction is obtained through a classical Newton-type method, the line search is done on a majorant function. Numerical tests show the efficiency of this approach versus classical line searches.

scholarly journals Sensitivity analysis and nonlinear programming applied to investment casting design

1997 ◽  
Vol 21 (2) ◽  
pp. 113-123 ◽  
Author(s):  
S.A. Ebrahimi ◽  
D.A. Tortorelli ◽  
J.A. Dantzig
Keyword(s):  
Sensitivity Analysis ◽  
Nonlinear Programming ◽  
Investment Casting ◽  
Casting Design

Steering exact penalty methods for nonlinear programming

2008 ◽  
Vol 23 (2) ◽  
pp. 197-213 ◽  
Author(s):  
Richard H. Byrd ◽  
Jorge Nocedal ◽  
Richard A. Waltz
Keyword(s):  
Nonlinear Programming ◽  
Penalty Methods ◽  
Exact Penalty ◽  
Exact Penalty Methods

scholarly journals Penalty methods with stochastic approximation for stochastic nonlinear programming

2016 ◽  
Vol 86 (306) ◽  
pp. 1793-1820 ◽  
Author(s):  
Xiao Wang ◽  
Shiqian Ma ◽  
Ya-xiang Yuan
Keyword(s):  
Nonlinear Programming ◽  
Stochastic Approximation ◽  
Penalty Methods
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