Iterative Determination of Parameters for an Exact Penalty Function.
Abstract
As an approach to solving nonlinear programs, the paper discusses 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 parameter values. A basic algorithm has been developed. The author proved that this algorithm converges for concave programs, and in the limited computational tests performed to date it has always converged for nonconcave programs also. Suggestions for continuing the work are given. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1971
- Accession Number
- AD0736120
Entities
People
- James K. Hartman
Organizations
- Naval Postgraduate School