A PRIMAL-DUAL EXTERIOR POINT METHOD WITH A PRIMAL-DUAL QUADRATIC PENALTY FUNCTION FOR NONLINEAR OPTIMIZATION

作者：Igarashi Yu^*; Yabe Hiroshi

来源：Pacific Journal of Optimization, 2015, 11(4): 721-736.

• nonlinear optimization
• constrained optimization
• primal-dual exterior point method
• primal-dual differentiable quadratic penalty function
• global convergence

In this paper, we consider a primal-dual exterior point method for solving nonlinearly constrained optimization problems, in which Newton-like methods are applied to the shifted smoothing KKT conditions. We propose a new primal-dual merit function, which is called the primal-dual quadratic penalty function, within the framework of line search strategy, and prove global convergence property of our method. Some numerical experiments are presented to show the performance of our method.

• 出版日期2015-10