
Accession Number : ADA134559
Title : Sufficiency of Exact Penalty Minimization.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIVMADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Mangasarian,O L
PDF Url : ADA134559
Report Date : Sep 1983
Pagination or Media Count : 22
Abstract : By employing a recently obtained error bound for differentiable convex inequalities, it is shown that, under appropriate constraint qualifications, a minimum solution of an exact penalty function for a single value of the penalty parameter which exceeds a certain threshold, is also a solution of the convex program associated with the penalty function. No a priori assumption is made regarding the solvability of the convex program. If such a solvability assumption is made then we show that a threshold value of the penalty parameter can be used which is smaller than both the abovementioned value and that of Zangwill. These various threshold values of the penalty parameter also apply to the well known bigM method of linear programming. (Author)
Descriptors : *Nonlinear programming, *Penalties, Errors, Inequalities, Problem solving, Parameters, Optimization, Value, Linear programming
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE