Article ID: | iaor19942445 |
Country: | Germany |
Volume: | 26 |
Start Page Number: | 239 |
End Page Number: | 259 |
Publication Date: | Oct 1992 |
Journal: | Optimization |
Authors: | Lucidi S., Faccinei F. |
In this paper the authors propose a new class of continuously differentiable globally exact penalty functions for the solution of minimization problems with simple bounds on some (all) of the variables. The penalty functions in this class fully exploit the structure of the problem and are easily computable. Furthermore the authors introduce a simple updating rule for the penalty parameter that can be used in conjunction with unconstrained minimization techniques to solve the original problem.