A Robust Algorithm for Solving Nonlinear Programming Problems

Abstract

In this paper, we introduce a new algorithm for solving nonlinear programming (NLP) problems. It is an extension of Guo's algorithm [1] which possesses enhanced capabilities for solving NLP problems. These capabilities include: a) extending the variable subspace, b) adding a search process over subspaces and normalized constraints, c) using an adaptive penalty function, and d) adding the ability to deal with integer NLP problems, 0-1 NLP problems, and mixed-integer NLP problems which have equality constraints. These four enhancements increase the capabilities of the algorithm to solve nonlinear programming problems in a more robust and universal way. This paper will present results of numerical experiments which show that the new algorithm is not only more robust and universal than its competitors, but also its performance level is higher than any others in the literature.