NONLINEAR PROGRAMMING VIA AN EXACT PENALTY FUNCTION:CONVERGENCE RATE ANALYSIS

来源期刊：中南大学学报(英文版)1996年第2期

论文作者：Li Xuequan Li Songren Han Xuili

文章页码：102 - 106

Key words：nonlinear programming; exact penalty function; algorithm

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.