Accession Number : ADA134559

Title :   Sufficiency of Exact Penalty Minimization.

Descriptive Note : Technical summary rept.,


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 above-mentioned value and that of Zangwill. These various threshold values of the penalty parameter also apply to the well known big-M 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