Gabriel Lopez-Calva

A Line Search Exact Penalty Method Using Steering Rules

  • Richard H. Byrd
  • Gabriel Lopez-Calva
  • Jorge Nocedal
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , ,

    Line search algorithms for nonlinear programming must include safeguards to enjoy global convergence properties. This paper describes an exact penalization approach that extends the class of problems that can be solved with line search SQP methods. In the new algorithm, the penalty parameter is adjusted at every iteration to ensure sufficient progress in linear feasibility … Read more

    Interior Methods for Mathematical Programs with Complementarity Constraints

  • Sven Leyffer
  • Gabriel Lopez-Calva
  • Jorge Nocedal
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization Tags , , , , , ,

    This paper studies theoretical and practical properties of interior-penalty methods for mathematical programs with complementarity constraints. A framework for implementing these methods is presented, and the need for adaptive penalty update strategies is motivated with examples. The algorithm is shown to be globally convergent to strongly stationary points, under standard assumptions. These results are then … Read more