论文信息 - A globally convergent algorithm for exact penalty functions

A globally convergent algorithm for exact penalty functions

Abstract This algorithm uses the recent theoretical results on exact penalty functions to solve a constrained optimization problem. A penalty parameter is associated with each constraint instead of only one. Moreover it is globally convergent and the direction of descent is quite easy to compute. Two examples of application with computational results are presented.

J. Lasserre | J. B. Lasserre

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