Iterative determination of parameters for an exact penalty function
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Authors
Hartman, James K.
Subjects
Advisors
Date of Issue
1971-12
Date
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
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
Type
Technical Report
Description
Series/Report No
Department
Identifiers
NPS Report Number
NPS55Hh71121A
Sponsors
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Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.