Article ID: | iaor1990656 |
Country: | United Kingdom |
Volume: | 28 |
Start Page Number: | 1 |
End Page Number: | 7 |
Publication Date: | Mar 1988 |
Journal: | USSR Computational Mathematics and Mathematical Physics |
Authors: | Zavriyeva M.K. . |
Estimates of the convergence of different versions of the penalty method of seeking a max-min with linked variables are obtained. The optimal methods have a non-smooth integrand in the penalty functions.