A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function

1982 ◽  
Vol 23 (1) ◽  
pp. 75-86 ◽  
Author(s):  
Hiroshi Yamashita
2021 ◽  
Vol 0 (0) ◽  
Author(s):  
B. Borsos ◽  
János Karátson

Abstract The goal of this paper is to present various types of iterative solvers: gradient iteration, Newton’s method and a quasi-Newton method, for the finite element solution of elliptic problems arising in Gao type beam models (a geometrical type of nonlinearity, with respect to the Euler–Bernoulli hypothesis). Robust behaviour, i.e., convergence independently of the mesh parameters, is proved for these methods, and they are also tested with numerical experiments.


2015 ◽  
Vol 32 (01) ◽  
pp. 1540006 ◽  
Author(s):  
Zhongwen Chen ◽  
Shicai Miao

In this paper, we propose a class of new penalty-free method, which does not use any penalty function or a filter, to solve nonlinear semidefinite programming (NSDP). So the choice of the penalty parameter and the storage of filter set are avoided. The new method adopts trust region framework to compute a trial step. The trial step is then either accepted or rejected based on the some acceptable criteria which depends on reductions attained in the nonlinear objective function and in the measure of constraint infeasibility. Under the suitable assumptions, we prove that the algorithm is well defined and globally convergent. Finally, the preliminary numerical results are reported.


1996 ◽  
Vol 32 (3) ◽  
pp. 1318-1321 ◽  
Author(s):  
C. Chat-Uthai ◽  
J.A. Ramirez ◽  
E.M. Freeman

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