Some Applications of Penalty Functions in Mathematical Programming.

Abstract

Penalty function minimization is a useful technique for converting constrained optimization problems to simpler unconstrained optimization problems. One difficulty with this approach has been the determination of the size of an adequate penalty parameter. This work shows how to choose precisely the penalty parameter in order to meet any preassigned accuracy. In addition penalty functions are used to obtain bounds on the size of a solution of a constrained optimization problem without solving it. The authors also shows how his results can be used to solve huge sparse linear programs to any desired degree of accuracy.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1984
Accession Number
ADA147443

Entities

People

  • Olvi L. Mangasarian

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Applied Mathematics
  • Classification
  • Computer Programming
  • Inequalities
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • New York
  • Nonlinear Programming
  • North Carolina
  • Numerical Analysis
  • Operations Research
  • Optimization
  • Security
  • United States

Readers

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