Penalização exata com subproblemas restritos

AUTOR(ES)
DATA DE PUBLICAÇÃO

1998

RESUMO

We present the classical results for the exact and the exterior penalty problems. We extend the classic exact penalty function theorem for the case where the penalty subproblems remain constrained. We introduce an algorithm for solving nonlinear programming problems based on the L1 exact penalty function for which only the nonlinear constraints are penalized. For solving the nonsmooth penalty subproblems we develop a trust region algorithm. We illustrate the penalty method with trust region with simple examples. Numerical experiments comparing the penalty method with BOX-QUACAN algorithm were realized in three sets of problems. We attack Lennard Jones s global problem and we propose to generate good starting points for this problem using the solution of a constrained subproblem

ASSUNTO(S)

programação não-linear otimização matematica

ACESSO AO ARTIGO

Documentos Relacionados