The Mathematical Institute, University of Oxford, Eprints Archive

Nonlinear programming without a penalty function or a filter

Gould, Nicholas I. M. and Toint, Philippe L. (2007) Nonlinear programming without a penalty function or a filter. Technical Report. Unspecified. (Submitted)

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Abstract

A new method is introduced for solving equality constrained nonlinear optimization problems. This method does not use a penalty function, nor a barrier or a filter, and yet can be proved to be globally convergent to first-order stationary points. It uses different trust-regions to cope with the nonlinearities of the objective function and the constraints, and allows inexact SQP steps that do not lie exactly in the nullspace of the local Jacobian. Preliminary numerical experiments on CUTEr problems indicate that the method performs well.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1093
Deposited By:Lotti Ekert
Deposited On:07 May 2011 09:02
Last Modified:07 May 2011 09:02

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