Path following in the exact penalty method of convex programming
نویسندگان
چکیده
منابع مشابه
Path following in the exact penalty method of convex programming
Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. In practice, ...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2015
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-015-9732-x