scholarly journals Decrease of the Penalty Parameter in Differentiable Penalty Function Methods

2011 ◽  
Vol 01 (01) ◽  
pp. 8-14 ◽  
Author(s):  
Roohollah Aliakbari Shandiz ◽  
Emran Tohidi
Keyword(s):  
Penalty Function ◽  
Penalty Parameter ◽  
Penalty Function Methods

scholarly journals Automatic decrease of the penalty parameter in exact penalty function methods

1995 ◽  
Vol 83 (3) ◽  
pp. 686-699 ◽  
Author(s):  
Marcel Mongeau ◽  
Annick Sartenaer
Keyword(s):  
Penalty Function ◽  
Exact Penalty Function ◽  
Exact Penalty ◽  
Penalty Parameter ◽  
Penalty Function Methods

A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming

2015 ◽  
Vol 32 (01) ◽  
pp. 1540006 ◽  
Author(s):  
Zhongwen Chen ◽  
Shicai Miao
Keyword(s):  
Semidefinite Programming ◽  
Objective Function ◽  
Penalty Function ◽  
Trust Region ◽  
Numerical Results ◽  
New Method ◽  
Penalty Parameter ◽  
Nonlinear Semidefinite Programming ◽  
Globally Convergent ◽  
Nonlinear Objective Function

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.

Penalty Function Methods

2018 ◽  
pp. 315-336
Author(s):  
Melvyn W. Jeter
Keyword(s):  
Penalty Function ◽  
Penalty Function Methods

Acceleration of Lagrangian Column-Generation Algorithms by Penalty Function Methods

1976 ◽  
Vol 23 (1) ◽  
pp. 50-58 ◽  
Author(s):  
Richard P. O'Neill ◽  
William B. Widhelm
Keyword(s):  
Column Generation ◽  
Penalty Function ◽  
Penalty Function Methods

Perturbed variations of penalty function methods

1990 ◽  
Vol 27 (1) ◽  
pp. 371-380 ◽  
Author(s):  
Anthony V. Fiacco
Keyword(s):  
Penalty Function ◽  
Penalty Function Methods

Penalty Function Methods

1992 ◽  
pp. 43-74
Author(s):  
ByoungSeon Choi
Keyword(s):  
Penalty Function ◽  
Penalty Function Methods
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