A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
文献类型：期刊论文
| 作者 | Chen, Zhongwen1; Dai, Yu-Hong2
|
| 刊名 | JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
 |
| 出版日期 | 2016-07-01 |
| 卷号 | 300页码:245-258 |
| 关键词 | Nonlinear constrained optimization Exact penalty methods Bi-object strategy Global convergence |
| ISSN号 | 0377-0427 |
| DOI | 10.1016/j.cam.2015.12.033 |
| 英文摘要 | The exact penalty methods are very popular because of their ability to handle degenerate problems and inconsistent constraint linearizations. This paper presents a line search exact penalty method with bi-object strategy (LSBO) for nonlinear constrained optimization. In the algorithm LSBO, the penalty parameter is selected at every iteration such that the sufficient progress toward feasibility and optimality is guaranteed along the search direction. In contrast with classical exact penalization approaches, LSBO method has two goals to determine whether the current iteration is successful or not. One is improving the feasibility and the other is reducing the value of the objective function. Moreover, the penalty parameter is only related to the information at the current iterate point. The sequence of the penalty parameter is non-monotone, which does not affect the global convergence in theory and is seen to be advantageous in practice. It is shown that the algorithm enjoys favorable global convergence properties under the weaker assumptions. Numerical experiments illustrate the behavior of the algorithm on various difficult situations. (C) 2016 Elsevier B.V. All rights reserved. |
| 资助项目 | Chinese NSF grant[11371273] ; Chinese Natural Science Foundation[11331012] ; Chinese Natural Science Foundation[71331001] ; National Funds for Distinguished Young Scientists[11125107] ; National 973 Program of China[2015CB856000] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000371551300019 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/22234]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Chen, Zhongwen |
| 作者单位 | 1.Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Zhongwen,Dai, Yu-Hong. A line search exact penalty method with bi-object strategy for nonlinear constrained optimization[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2016,300:245-258. |
| APA | Chen, Zhongwen,&Dai, Yu-Hong.(2016).A line search exact penalty method with bi-object strategy for nonlinear constrained optimization.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,300,245-258. |
| MLA | Chen, Zhongwen,et al."A line search exact penalty method with bi-object strategy for nonlinear constrained optimization".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 300(2016):245-258. |
入库方式： OAI收割
来源：数学与系统科学研究院
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