Title
Flattened Aggregate Function Method For Nonlinear Programming With Many Complicated Constraints
Abstract
In this paper, efforts are made to solve nonlinear programming with many complicated constraints more efficiently. The constrained optimization problem is firstly converted to a minimax problem, where the max-value function is approximately smoothed by the so-called flattened aggregate function or its modified version. For carefully updated aggregate parameters, the smooth unconstrained optimization problem is solved by an inexact Newton method. Because the flattened aggregate function can usually reduce greatly the amount of computation for gradients and Hessians, the method is more efficient. Convergence of the proposed method is proven and some numerical results are given to show its efficiency.
Year
DOI
Venue
2021
10.1007/s11075-020-00881-1
NUMERICAL ALGORITHMS
Keywords
DocType
Volume
Nonlinear programming, Complicated constraints, Minimax problem, Flattened aggregate function, Inexact Newton method
Journal
86
Issue
ISSN
Citations 
1
1017-1398
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Xiaowei Jiang100.34
Yueting Yang200.68
Yunlong Lu300.34
Mingyuan Cao400.68