Quadratic rate of convergence for a primal-dual exponential penalty algorithm

References

• Broyden , C. and Attia , N. 1983 . “ A smooth sequential penalty function method for solving nonlinear programming problems ” . In System Modeling and Optimization , Edited by: Thoft-Christensen , P. 237 – 245 . Berlin : Springer-Verlag .
   Google Scholar
• Broyden , C. and Attia , N. 1988 . Penalty functions, Newton’s method and quadratic programming . Journal of Optimization Theory and Applications , 58 : 377 – 385 .
   Web of Science ®Google Scholar
• Cominetti , R. and Dussault , J.P. 1994 . A stable exponential–penalty algorithm with superlinear convergence . Journal Optimization Theory and Applications , 83 ( 2 ) : 285 – 309 .
   Google Scholar
• Cominetti , R. and San Martin , J. 1994 . Asymptotic analysis of the exponential penalty trajectory In linear programming . Mathematical Programming , 67 ( 2 ) : 169 – 187 .
   Google Scholar
• Fiacco A. McCormick G. Nonlinear Programming: sequential unconstrained minimization techniques SIAM 1990 Classics in Applied Mathematics
   Google Scholar
• Gould , N. 1986 . On the accurate determination of search directions for simple differentiable penalty functions. IMA . Journal on Numerical Analysis , 6 ( 2 ) : 357 – 372 .
   Google Scholar
• Gould , N. 1989 . On the convergence of a sequential penalty function method for constrained optimization . SIAM Journal on Numerical Analysis , 26 ( 2 ) : 107 – 108 .
   Google Scholar