Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs
Computational Optimization and Applications
Quartic Formulation of Standard Quadratic Optimization Problems
Journal of Global Optimization
Convergence of Successive Approximation Methods with Parameter Target Sets
Mathematics of Operations Research
Mathematics of Operations Research
Iterative computation of negative curvature directions in large scale optimization
Computational Optimization and Applications
Second-order negative-curvature methods for box-constrained and general constrained optimization
Computational Optimization and Applications
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We propose a new algorithm for the nonlinear inequality constrained minimization problem, and prove that it generates a sequence converging to points satisfying the KKT second order necessary conditions for optimality. The algorithm is a line search algorithm using directions of negative curvature and it can be viewed as a nontrivial extension of corresponding known techniques from unconstrained to constrained problems. The main tools employed in the definition and in the analysis of the algorithm are a differentiable exact penalty function and results from the theory of LC1 functions.