Nonlinear programming via an exact penalty function: Convergence rate analysis

Abstract

The algorithm proposed by T. F. Colemen and A. R. Conn is improved in this paper, and the improved algorithm can solve nonlinear programming problem with quality constraints. It is shown that the improved algorithm possesses global convergence, and under some conditions, it possesses locally supperlinear convergence.

Keywords

nonlinear programming / exact penalty function / algorithm