Iterative determination of parameters for an exact penalty function

descriptionPublicationkeyboard_double_arrow_right Article 01 Jul 1975 English Publisher:Springer Science and Business Media LLCJournal:Journal of Optimization Theory and Applications, volume 16, pages 49-66 (issn: 0022-3239, eissn: 1573-2878,

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Authors: Hartman, J. K.;

doi: 10.1007/bf00935623

Iterative determination of parameters for an exact penalty function

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Abstract

As an approach to solving nonlinear programs, we study a class of functions known to be exact penalty functions for a proper choice of the parameters. The goal is to iteratively determine the correct parameters. A basic algorithm has been developed. We have proved that this algorithm converges to a global solution for concave programs and, in the limited computational tests performed to date, it has always converged to at least a local solution for nonconcave programs also.

Related Organizations

Naval Postgraduate School
United States

Keywords

Numerical mathematical programming methods, Nonlinear programming

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