A RELAXED INTERIOR APPROACH TO NONLINEAR PROGRAMMING.
Abstract
The paper contains the mathematical validation of a new approach to mathematical programming problems based on a penalty-function method. The given problem is replaced by a second 'auxiliary' problem, which in many cases may be solved by standard methods since it involves the maximization of a concave function of a single variable over an interval. The auxiliary problem is defined implicitly in terms of the constituents of the original problem. Examples are presented to illustrate the theoretical results. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1967
- Accession Number
- AD0666785
Entities
People
- James E. Falk