A Primal-Dual Exterior Point Method for Nonlinear Optimization

  title={A Primal-Dual Exterior Point Method for Nonlinear Optimization},
  author={Hiroshi Yamashita and Takahito Tanabe},
  journal={SIAM J. Optim.},
In this paper, primal-dual methods for general nonconvex nonlinear optimization problems are considered. The proposed methods are exterior point type methods that permit primal variables to violate inequality constraints during the iterations. The methods are based on the exact penalty type transformation of inequality constraints and use a smooth approximation of the problem to form primal-dual iteration based on Newton's method as in usual primal-dual interior point methods. Global… 

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