PENNON: A code for convex nonlinear and semidefinite programming.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F03%3A16030056" target="_blank" >RIV/67985556:_____/03:16030056 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

PENNON: A code for convex nonlinear and semidefinite programming.

Original language description

We introduce a computer program PENNON for the solution of problems of convex Nonlinear and Semidefinite Programming (NLP-SDP). The algorithm used in PENNON is a generalized version of the Augmented Lagrangian method, originally introduced by Ben-Tal andZibulevsky for convex NLP problems. We present generalization of this algorithm to convex NLP-SDP problems, as implemented in PENNON and details of its implementation. Results of numerical tests and comparison with other optimization codes are presented.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GA201%2F00%2F0080" target="_blank" >GA201/00/0080: Development of methods for solving problems of non-smooth and non-linear analysis</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2003

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Optimization Methods & Software

ISSN

1055-6788

e-ISSN

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Volume of the periodical

18

Issue of the periodical within the volume

3

Country of publishing house

GB - UNITED KINGDOM

Number of pages

17

Pages from-to

317-333

UT code for WoS article

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EID of the result in the Scopus database

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