A Globally Convergent Method for Nonlinear Programming
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Author
Han, Shih-Ping
Abstract
Recently developd Newton and quasi-Newton methods for nonlinear programming possess only local convergence properties. Adopting the concept of the damped Newton method in unconstrained optimization, we propose a stepsize procedure to maintain monotone decrease of an exact penalty function. In so doing, the convergence of the method is globalized. Keywords: nonlinear programming, global convergence, exact penalty function.
Date Issued
1975-08
Publisher
Cornell University
Keywords
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR75-257
Type
technical report