Abstract | ||
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We introduce an algorithm for solving nonlinear optimization problems with general equality and box constraints. The proposed algorithm is based on smoothing of the exact l 1-penalty function and solving the resulting problem by any box-constraint optimization method. We introduce a general algorithm and present theoretical results for updating the penalty and smoothing parameter. We apply the algorithm to optimization problems for nonlinear traffic network models and report on numerical results for a variety of network problems and different solvers for the subproblems. |
Year | DOI | Venue |
---|---|---|
2007 | 10.1007/s10589-007-9011-6 | Comp. Opt. and Appl. |
Keywords | Field | DocType |
Penalty methods,Traffic networks,Non-convex optimization methods | Continuous optimization,Derivative-free optimization,Mathematical optimization,Global optimization,Meta-optimization,Nonlinear programming,Algorithm,Multi-swarm optimization,Optimization problem,Mathematics,Penalty method | Journal |
Volume | Issue | ISSN |
37 | 2 | 0926-6003 |
Citations | PageRank | References |
7 | 0.57 | 14 |
Authors | ||
4 |
Name | Order | Citations | PageRank |
---|---|---|---|
michael herty | 1 | 65 | 7.10 |
A. Klar | 2 | 20 | 3.61 |
A. Singh | 3 | 42 | 8.59 |
P. Spellucci | 4 | 69 | 7.19 |