Nonlinear programming via an exact penalty function: Convergence rate analysis |
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| Authors: | Li Xuequan Li Songren Han Xuili |
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| Affiliation: | (1) Department of Applied Mathematics and Applied Software, Central South University of Technology, 410083 Changsha, China |
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| Abstract: | The algorithm proposed by T. F. Colemen and A. R. Conn is improved in this paper, and the improved algorithm can solve nonlinear programming problem with quality constraints. It is shown that the improved algorithm possesses global convergence, and under some conditions, it possesses locally supperlinear convergence. Project supported by the National Natural Science Foundation of China Synopsis of the first author Li Xuequan, Doctoral student, born in 1964, majoring in mining economics and mathematical models. |
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| Keywords: | nonlinear programming exact penalty function algorithm |
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