Article ID: | iaor19921480 |
Country: | United Kingdom |
Volume: | 29 |
Start Page Number: | 132 |
End Page Number: | 139 |
Publication Date: | Feb 1989 |
Journal: | USSR Computational Mathematics and Mathematical Physics |
Authors: | Danilin Yu.M. |
Keywords: | penalty functions |
A non-linear programming problem with equality constraints is considered. Iterative penalty methods using the linearization approach are proposed to solve it.