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

被引：1

作者：

COOPE, ID

PRICE, CJ

机构：

[1] Department of Mathematics and Statistics, University of Canterbury, Christchurch

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1994年 / 83卷 / 01期

关键词：

NONLINEAR OPTIMIZATION; EXACT PENALTY FUNCTIONS;

D O I：

10.1007/BF02191761

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A sequential quadratic programming algorithm for nonlinear programs using an linfinity-exact penalty function is described. Numerical results are also presented. These results show that the algorithm is competitive with other exact penalty function based algorithms and that the inclusion of the second penalty parameter can be advantageous.

引用

页码：49 / 61

页数：13

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