A penalty method for nonlinear programming
RAIRO - Operations Research - Recherche Opérationnelle, Tome 53 (2019) no. 1, pp. 29-38.

This paper presents a variant of logarithmic penalty methods for nonlinear convex programming. If the descent direction is obtained through a classical Newton-type method, the line search is done on a majorant function. Numerical tests show the efficiency of this approach versus classical line searches.

Reçu le :
Accepté le :
DOI : 10.1051/ro/2018061
Classification : 90C25, 90C30
Mots-clés : Logarithmic penalty method, method of majorant functions, convex programming
Bachir Cherif, Larbi 1 ; Merikhi, Bachir 1

1 
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     author = {Bachir Cherif, Larbi and Merikhi, Bachir},
     title = {A penalty method for nonlinear programming},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {29--38},
     publisher = {EDP-Sciences},
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Bachir Cherif, Larbi; Merikhi, Bachir. A penalty method for nonlinear programming. RAIRO - Operations Research - Recherche Opérationnelle, Tome 53 (2019) no. 1, pp. 29-38. doi : 10.1051/ro/2018061. http://www.numdam.org/articles/10.1051/ro/2018061/

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