A line search exact penalty method with bi-object strategy for nonlinear constrained optimization

doi:10.1016/j.cam.2015.12.033

	A line search exact penalty method with bi-object strategy for nonlinear constrained optimization
	Chen, Zhongwen 1; Dai, Yu-Hong2
	2016-07-01
发表期刊	JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
ISSN	0377-0427
卷号	300 页码:245-258
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.
关键词	Nonlinear constrained optimization Exact penalty methods Bi-object strategy Global convergence
DOI	10.1016/j.cam.2015.12.033
语种	英语
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
WOS类目	Mathematics, Applied
WOS记录号	WOS:000371551300019
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/22235
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.