A Globally Convergent Penalty-Barrier Algorithm for Nonlinear Programming

Author:

Breitfeld Marc G.,Shanno David F.

Publisher

Springer Berlin Heidelberg

Reference10 articles.

1. A. Ben-Tal, I. Yuzefovich, and M. Zibulevsky, Penalty/barrier multiplier methods for minimax and constrained smooth convex problems, Research Report 9/92, Optimization Laboratory, Faculty of Industrial Engineering and Management, Technion, Haifa, Israel, 1992.

2. D. P. Bertsekas, Constrained Optimization and Lagrange Multiplier Methods, Academic Press, London, New York, 1982.

3. M. G. Breitfeld and D. F. Shanno, Computational experience with penalty-barrier methods for nonlinear programming, RUTCOR Research Report RRR 17–93 (revised March 1994), Rutgers Center for Operations Research, Rutgers University, New Brunswick, New Jersey, 1993. Submitted to Annals of Operations Research.

4. M. G. Breitfeld and D. F. Shanno A globally convergent penalty-barrier algorithm for nonlinear programming and its computational performance, RUTCOR Research Report RRR 12–94, Rutgers Center for Operations Research, Rutgers University, New Brunswick, New Jersey, 1994. Submitted to Mathematical Programming.

5. M. G. Breitfeld and D. F. Shanno, Preliminary computational experience with modified log-barrier functions for large-scale nonlinear programming, in Large Scale Optimization: State of the Art, W. W. Hager, D. W. Hearn, and P. M. Pardalos, eds., Kluwer Academic Publishers B.V., 1994, pp. 45–67.

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