Waltraud Huyer – Optimization Online

A comparison of complete global optimization solvers

Published: 2004/04/21, Updated: 2004/04/23

Global Optimization comparing solvers, constraint satisfaction, global optimization, test results

Results are reported of testing a number of existing state of the art solvers for global constrained optimization and constraint satisfaction on a set of over 1000 test problems in up to 1000 variables. Citation submitted to the special issue on Global Optimization of Math. Programming Article Download View A comparison of complete global optimization … Read more

A new exact penalty function

Published: 2002/06/19

Waltraud Huyer

Arnold Neumaier

Constrained Nonlinear Optimization, Nonsmooth Optimization augmented lagrangian method, constrained optimization, exact penalty functions, mangasarian--fromovitz condition, nonlinear programming, nonsmooth optimization

For constrained smooth or nonsmooth optimization problems, new continuously differentiable penalty functions are derived. They are proved exact in the sense that under some nondegeneracy assumption, local optimizers of a nonlinear program are precisely the optimizers of the associated penalty function. This is achieved by augmenting the dimension of the program by a variable that … Read more