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A Globally Convergent Method for Nonlinear Programming

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
1975-08Publisher
Cornell University
Subject
computer science; technical report
Previously Published As
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR75-257
Type
technical report