A Generalized Return Vector for Projection Methods in Optimization With Nonlinear Constraints
Keyword(s):
Variable metric methods can be adapted to constrained nonlinear optimization by incorporating projection methods and a return vector when the indicated next step leaves the feasible region. A generalized return vector is developed here which yields a superior return to the feasible region in terms of the metric associated with the objective function. It is shown that a better point results and faster convergence is expected. A numerical example is given.
2021 ◽
Vol 18
(3)
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pp. 172988142110144
2005 ◽
2017 ◽
Vol 18
(5)
◽
pp. 1073-1107
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An interior-point $l_{\frac{1}{2}}$-penalty method for inequality constrained nonlinear optimization
2015 ◽
Vol 12
(3)
◽
pp. 949-973
Keyword(s):