On the choice of parameters in the method of penalty functions

On the choice of parameters in the method of penalty functions

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Article ID: iaor1990713
Country: United Kingdom
Volume: 27
Start Page Number: 1
End Page Number: 7
Publication Date: Mar 1987
Journal: USSR Computational Mathematics and Mathematical Physics
Authors: , ,
Abstract:

A composite method of penalty functions is proposed for solving mathematical programming problems. This approach gives a solution with improved characteristics as compared with conventional penalty function methods. The results of a comparative analysis, both theoretical and practical, are given.

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