Accession Number : AD0695660

Title :   PENALTY METHODS FOR MATHEMATICAL PROGRAMMING IN E(n) WITH GENERAL CONSTRAINT SETS.

Descriptive Note : Technical paper,

Corporate Author : RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s) : Fiacco,Anthony V.

Report Date : OCT 1969

Pagination or Media Count : 25

Abstract : This paper extends the principal supporting results and the general convergence theorems for penalty methods, obtained by Fiacco and McCormick 'Nonlinear Programming: Sequential Unconstrained Minimization Techniques (1968)' for the continuous mathematical programming problem, to the problem of minimizing a mildly regulated objective function over any nonempty subset of E to the n th power. The constraint set need not be defined and the desired minimizing sequence is shown to exist, without additional assumptions (i.e., other than those invoked in the principal convergence theorem of nonlinear programming). A particularly interesting consequence is the fact that a discrete (e.g., integer) programming problem can be solved by a single unconstrained minimization of the auxiliary function. (Author)

Descriptors :   (*MATHEMATICAL PROGRAMMING, THEOREMS), CONVERGENCE, OPTIMIZATION

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE