Abstract
The application of variable metric methods for solving twice continuously differentiable equality constrained optimization problems is considered. It is shown that the region of convergence of such methods can be enlarged by making use of differentiable exact penalty functions due to G. DiPillo and L. Grippo, and R. Fletcher. The methods are well suited for use in conjunction with M. J. D. Powell's variable metric formula and bypass some of the inherent disadvantages of nondifferentiable exact penalty functions.
| Original language | English (US) |
|---|---|
| Pages | 584-593 |
| Number of pages | 10 |
| State | Published - 1980 |
| Externally published | Yes |
| Event | Proc Annu Allerton Conf Commun Control Comput 18th - Monticello, IL, USA Duration: Oct 8 1980 → Oct 11 1980 |
Conference
| Conference | Proc Annu Allerton Conf Commun Control Comput 18th |
|---|---|
| City | Monticello, IL, USA |
| Period | 10/8/80 → 10/11/80 |
ASJC Scopus subject areas
- Engineering(all)