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A Sequential Generalized Quadratic Programming Algorithm Using Exact L1 Penalty Functions

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Operations Research ’93

Abstract

We consider a nonlinear programming problem having equality and inequality constraints:

f,gi:Rn being smooth functions and E1, I1, E2 and I2 being finite sets with cardinals ne, ni, me and mi respectively.

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References

  1. Casas E. and Pola C. (1993)] A sequential generalized quadratic programming algorithm using exact !1 penalty functions. Núm 6/1993, Depto. de Matemâticas, Estadistica y Computación, Univ. de Cantabria (Spain).

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© 1994 Physica-Verlag Heidelberg

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Casas, E., Pola, C. (1994). A Sequential Generalized Quadratic Programming Algorithm Using Exact L1 Penalty Functions . In: Bachem, A., Derigs, U., Jünger, M., Schrader, R. (eds) Operations Research ’93. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-46955-8_23

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  • DOI: https://doi.org/10.1007/978-3-642-46955-8_23

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0794-3

  • Online ISBN: 978-3-642-46955-8

  • eBook Packages: Springer Book Archive

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