Nonsmooth method for constrained optimization
Optimization and Control
2012-10-05 v1
Abstract
We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability and feasibility of the proposed method is demonstrated using large scale inequality constrained problems.
Cite
@article{arxiv.1210.1301,
title = {Nonsmooth method for constrained optimization},
author = {Kazufumi Ito and Tomoya Takeuchi},
journal= {arXiv preprint arXiv:1210.1301},
year = {2012}
}
Comments
15 pages, 18 figures