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Note on Finite Convergence of Exterior Penalty Functions

Author

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  • Klaus Truemper

    (University of Texas, Dallas)

Abstract

It is shown that existence of a saddle point of the Lagrangian function in an optimization problem is sufficient to assure finite convergence of the linear exterior penalty function. Also, an estimate of the penalty weight is given that yields \epsilon -convergence for the quadratic exterior penalty function.

Suggested Citation

  • Klaus Truemper, 1975. "Note on Finite Convergence of Exterior Penalty Functions," Management Science, INFORMS, vol. 21(5), pages 600-606, January.
    • Handle: RePEc:inm:ormnsc:v:21:y:1975:i:5:p:600-606
    DOI: 10.1287/mnsc.21.5.600
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    Cited by:

    1. Ben-Daya, M. & Al-Sultan, K. S., 1997. "A new penalty function algorithm for convex quadratic programming," European Journal of Operational Research, Elsevier, vol. 101(1), pages 155-163, August.

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