Automatic decrease of the penalty parameter in exact penalty function methods
نویسندگان
چکیده
منابع مشابه
Decrease of the Penalty Parameter in Differentiable Penalty Function Methods
We propose a simple modification to the differentiable penalty methods for solving nonlinear programming problems. This modification decreases the penalty parameter and the ill-conditioning of the penalty method and leads to a faster convergence to the optimal solution. We extend the modification to the augmented Lagrangian method and report some numerical results on several nonlinear programmi...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 1995
ISSN: 0377-2217
DOI: 10.1016/0377-2217(93)e0339-y