Filter-Type Methods for Optimization:Recent Advancement

摘要：

　　The penalty function method is a class of important methods for nonlinear programming. However, the choice and adjustment of penalty function and penalty parameters often produces numerical ill-conditioning. Fletcher and Leyffer (2002), by use of the idea of multi-objective optimization, introduced the definition and concepts of filter, and proposed a class of new methods for constrained optimization without penalty function.

关键词： Filter methods numerical optimization constrained optimization semidefinite programming nonsmooth optimization

作者: Wenyu Sun

作者单位: School of Mathematical Sciences,Nanjing Normal University, Nanjing 210046, China

会议类型: 国际会议

会议名称: 第8届国际最优化方法及应用大会

会议地点: 上海

会议语种:英文

页码: 317-317

在线出版日期: 2010-12-10（万方平台首次上网日期，不代表论文的发表时间）