scholarly journals An interior-point piecewise linear penalty method for nonlinear programming

2009 ◽  
Vol 128 (1-2) ◽  
pp. 73-122 ◽  
Author(s):  
Lifeng Chen ◽  
Donald Goldfarb
Keyword(s):  
Nonlinear Programming ◽  
Interior Point ◽  
Penalty Method ◽  
Piecewise Linear

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.

Large scale hydrothermal optimal power flow problems based on interior point nonlinear programming

2000 ◽  
Vol 15 (1) ◽  
pp. 396-403 ◽  
Author(s):  
Hau Wei ◽  
H. Sasaki ◽  
J. Kubokawa ◽  
R. Yokoyama
Keyword(s):  
Nonlinear Programming ◽  
Interior Point ◽  
Power Flow ◽  
Optimal Power Flow ◽  
Large Scale ◽  
Flow Problems ◽  
Optimal Power

scholarly journals A globally convergent primal-dual interior-point filter method for nonlinear programming

2004 ◽  
Vol 100 (2) ◽  
pp. 379-410 ◽  
Author(s):  
Michael Ulbrich ◽  
Stefan Ulbrich ◽  
Lu�s N. Vicente
Keyword(s):  
Nonlinear Programming ◽  
Interior Point ◽  
Filter Method ◽  
Globally Convergent ◽  
Primal Dual
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