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  • Articles: DFG German National Licenses  (1)
  • 1975-1979  (1)
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  • Articles: DFG German National Licenses  (1)
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    Electronic Resource
    Electronic Resource
    Necessary and sufficient conditions for a penalty method to be exact (1975)
    Springer
    Mathematical programming 9 (1975), S. 87-99 
    Details
    ISSN: 1436-4646
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper identifies necessary and sufficient conditions for a penalty method to yield an optimal solution or a Lagrange multiplier of a convex programming problem by means of a single unconstrained minimization. The conditions are given in terms of properties of the objective and constraint functions of the problem as well as the penalty function adopted. It is shown among other things that all linear programs with finite optimal value satisfy such conditions when the penalty function is quadratic.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01681332
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