On the Convergence of a Sequential Penalty Function Method for Constrained Minimization | Zendy

Nicholas I. M. Gould | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

On the Convergence of a Sequential Penalty Function Method for Constrained Minimization

Author(s) -

Nicholas I. M. Gould

Publication year - 1989

Publication title -

siam journal on numerical analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.78

H-Index - 134

eISSN - 1095-7170

pISSN - 0036-1429

DOI - 10.1137/0726007

Subject(s) - iterated function , mathematics , penalty method , minification , differentiable function , convergence (economics) , mathematical optimization , rate of convergence , simple (philosophy) , iterative method , function (biology) , constrained optimization , mathematical analysis , computer science , key (lock) , economic growth , philosophy , computer security , epistemology , evolutionary biology , economics , biology

The convergence behaviour of a class of iterative methods for solving the constrained minimization problem is analysed. The methods are based on the sequential minimization of a simple differentiable penalty function. They are sufficiently general to ensure global convergence of the iterates to the solution of the problem at an asymptotic (two-step Q-) superlinear rate.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research