A 2-PARAMETER EXACT PENALTY-FUNCTION FOR NONLINEAR-PROGRAMMING

Authors
COOPE ID PRICE CJ
Citation
Id. Coope et Cj. Price, A 2-PARAMETER EXACT PENALTY-FUNCTION FOR NONLINEAR-PROGRAMMING, Journal of optimization theory and applications, 83(1), 1994, pp. 49-61
Citations number
12
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
83
Issue
1
Year of publication
1994
Pages
49 - 61
Database
ISI
SICI code
0022-3239(1994)83:1<49:A2EPFN>2.0.ZU;2-2
Abstract
A sequential quadratic programming algorithm for nonlinear programs us ing an linfinity-exact penalty function is described. Numerical result s are also presented. These results show that the algorithm is competi tive with other exact penalty function based algorithms and that the i nclusion of the second penalty parameter can be advantageous.