Article ID: | iaor19981430 |
Country: | Netherlands |
Volume: | 83 |
Issue: | 3 |
Start Page Number: | 686 |
End Page Number: | 699 |
Publication Date: | Jun 1995 |
Journal: | European Journal of Operational Research |
Authors: | Sartenaer Annick, Mongeau Marcel |
Keywords: | optimization, programming: nonlinear |
This paper presents an analysis of the involvement of the penalty parameter in exact penalty function methods that yields modifications to the standard outer loop which decreases the penalty parameter (typically dividing it by a constant). The procedure presented is based on the simple idea of making explicit the dependence of the penalty function upon the penalty parameter and is illustrated on a linear programming problem with the