Abstract
Penalty methods using second derivatives are presented for computing points that satisfy second order necessary conditions for the constrained case in nonlinear programming. Convergence to such points is proved.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
G.P. McCormick and W.I. Zangwill, “A technique for Calculating Second Order Optima”, Technical paper, Research Analysis Corp. McLean, Virginia.
G.P. McCormick, “Second order conditions for constrained minima”,SIAM Journal on Applied Mathematics 15 (3) (1967) 641–652.
G.P. McCormick, “A modification of Armijo's step-size rule”,Mathematical Programming 13 (1) (1977) 111–115.
G.P. McCormick, “An arc method for nonlinear programming”,SIAM Journal on Control 13 (6).
G.B. Dantzig, Folkman and J.F. Shapiro, “On the continuity of the minimum set of a continuous function,Journal of Mathematical Analysis and Applications 17 (3) 1967).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Auslender, A. Penalty methods for computing points that satisfy second order necessary conditions. Mathematical Programming 17, 229–238 (1979). https://doi.org/10.1007/BF01588245
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01588245