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Note on the Formulation of a Shifted Primal-Dual Penalty-Barrier Function for Nonlinear Optimization

by Philip E. Gill, Vyacheslav Kungurtsev, Daniel P. Robinson

Abstract:

The modified Newton equations for the shifted primal-dual penalty-barrier method are derived for a nonlinearly constrained problems with various constraint types.

UCSD-CCoM-19-04.pdf   March 2019