| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] Universidad Mayor de San Andrés. FCPN. Department of Mathematics - Bolívia
[2] University of Campinas. IMECC. Department of Applied Mathematics - Brasil
Total Affiliations: 2
|
| Document type: | Journal article |
| Source: | Pesquisa Operacional; v. 40, 2020-05-18. |
| Abstract | |
ABSTRACT In this paper we develop a generic mixed bi-parametric barrier-penalty method based upon barrier and penalty generic algorithms for constrained nonlinear programming problems. When the feasible set is defined by equality and inequality functional constraints, it is possible to provide an explicit barrier and penalty functions. If such case, the continuity and differentiable properties of the restrictions and objective functions could be inherited to the penalized function. The main contribution of this work is a constructive proof for the global convergence of the sequence generated by the proposed mixed method. The proof uses separately the main results of global convergence of barrier and penalty methods. Finally, for some simple nonlinear problem, we deduce explicitly the mixed barrier-penalty function and illustrate all functions defined in this work. Also we implement MATLAB code for generate iterative points for the mixed method. (AU) | |
| FAPESP's process: | 10/06822-4 - Efficient solution of large-scale linear and quadratic programming problems |
| Grantee: | Aurelio Ribeiro Leite de Oliveira |
| Support Opportunities: | Research Projects - Thematic Grants |