Article ID: | iaor20023487 |
Country: | United Kingdom |
Volume: | 8 |
Issue: | 6 |
Start Page Number: | 659 |
End Page Number: | 671 |
Publication Date: | Nov 2001 |
Journal: | International Transactions in Operational Research |
Authors: | Xavier Adilson Elias |
Keywords: | penalty functions |
This work intends to present and to analyze a new penalty method that purposes to solve the general nonlinear programming problem subject to inequality constraints. The proposed method has the important feature of being completely differentiable and combines features of both exterior and interior penalty methods. Numerical results for some problems are commented on.