| Full text | |
| Author(s): |
Total Authors: 3
|
| Affiliation: | [1] Univ Estadual Campinas, Dept Appl Math, IMECC, Campinas - Brazil
[2] Univ Sao Paulo, Dept Comp Sci, IME, Sao Paulo - Brazil
Total Affiliations: 2
|
| Document type: | Journal article |
| Source: | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; v. 156, n. 2, p. 417-449, FEB 2013. |
| Web of Science Citations: | 5 |
| Abstract | |
We propose a Gauss-Newton-type method for nonlinear constrained optimization using the exact penalty introduced recently by Andre and Silva for variational inequalities. We extend their penalty function to both equality and inequality constraints using a weak regularity assumption, and as a result, we obtain a continuously differentiable exact penalty function and a new reformulation of the KKT conditions as a system of equations. Such reformulation allows the use of a semismooth Newton method, so that local superlinear convergence rate can be proved under an assumption weaker than the usual strong second-order sufficient condition and without requiring strict complementarity. Besides, we note that the exact penalty function can be used to globalize the method. We conclude with some numerical experiments using the collection of test problems CUTE. (AU) | |
| FAPESP's process: | 06/53768-0 - Computational methods of optimization |
| Grantee: | José Mário Martinez Perez |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 07/53471-0 - Topics in differentiable exact penalties |
| Grantee: | Ellen Hidemi Fukuda |
| Support Opportunities: | Scholarships in Brazil - Doctorate |
| FAPESP's process: | 10/20572-0 - Exact penalties for nonlinear optimization and second-order cone programming |
| Grantee: | Ellen Hidemi Fukuda |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |