Volume 53, Number 1, January–March 2019
|Page(s)||29 - 38|
|Published online||15 January 2019|
A penalty method for nonlinear programming
Laboratoire de Mathématiques fondamentales et numériques, Départment de Mathématiques, Université de Sétif 1, Setif, Algeria
* Corresponding author: firstname.lastname@example.org
Accepted: 11 July 2018
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.
Mathematics Subject Classification: 90C25 / 90C30
Key words: Logarithmic penalty method / method of majorant functions / convex programming
© EDP Sciences, ROADEF, SMAI 2019
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