Accession Number : AD0733448

Title :   New Conditions for Exactness of a Simple Penalty Function.

Descriptive Note : Research rept.,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Howe,Stephen

Report Date : OCT 1971

Pagination or Media Count : 10

Abstract : The paper discusses penalty function methods for finding the maximum of a function f over the set S sub 0 = (x belongs to (R sup n):(g sub i)(x)< or = 0 for i = 1,...,m and (h sub j)(x)=0 for j=1,...,p). New conditions, extending earlier work done by Pietrzykowski, are presented under which the penalty function P(x, mu) = mu f(x) - Summation i=1 to M of U((g sub i)(x)) - summation j = 1 to p of/h subj (x)/ is locally exact. The relationships among the new conditions, Pietrzykowski's conditions and Kuhn-Tucker constraint qualifications are explored. (Author)

Descriptors :   (*FUNCTIONS, OPTIMIZATION), SET THEORY, NUMERICAL ANALYSIS, NONLINEAR PROGRAMMING

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE