ON A LAGRANGIAN PENALTY-FUNCTION METHOD FOR NONLINEAR-PROGRAMMING PROBLEMS

被引：0
|
作者：
MUU, LD
机构：
[1] University of Mannheim, Mannheim
来源：
APPLIED MATHEMATICS AND OPTIMIZATION | 1992年 / 25卷 / 01期
关键词：
D O I：
10.1007/BF01184153
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We modify a Lagrangian penalty function method proposed in [4] for constrained convex mathematical programming problems in order to obtain a geometric rate of convergence. For nonconvex problems we show that a special case of the algorithm in the above paper is still convergent without coercivity and convexity assumptions.
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页码：1 / 9
页数：9
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