Penalty Function versue Nonpenalty Function Methods for Constrained Nonlinear Programming Problems.
Abstract
The relative merits of using sequential unconstrained methods for solving: minimize f(x) subject to g sub i (x) > or == 0, i = 1,...,m, h sub j (x) = 0, j = 1,...,p versus methods which handle the constraints directly are explored. Nonlinearly constrained problems are emphasized. Both classes of methods are analyzed as to parameter selection requirements, convergence to first and second-order Kuhn-Tucker Points, rate of convergence, matrix conditioning problems and computations required. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1971
- Accession Number
- AD0726322
Entities
People
- Garth P. Mccormick