Accession Number : AD0736120
Title : Iterative Determination of Parameters for an Exact Penalty Function.
Descriptive Note : Technical rept.,
Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
Personal Author(s) : Hartman,James K.
Report Date : DEC 1971
Pagination or Media Count : 29
Abstract : As an approach to solving nonlinear programs, the paper discusses a class of functions known to be exact penalty functions for a proper choice of the parameters. The goal is to iteratively determine the correct parameter values. A basic algorithm has been developed. The author proved that this algorithm converges for concave programs, and in the limited computational tests performed to date it has always converged for nonconcave programs also. Suggestions for continuing the work are given. (Author)
Descriptors : (*NONLINEAR PROGRAMMING, OPTIMIZATION), INEQUALITIES, CONVEX SETS, ITERATIONS, ALGORITHMS, CONVERGENCE
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE