Nonlinear Optimization using Exterior Penalty Functions.
CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF OPERATIONS RESEARCH
Pagination or Media Count:
The research is concerned with exploring the computational properties of exterior penalty functions. Using the special structure of the exterior function, a special purpose one-dimensional search procedure is developed. The procedure is based on substituting interpolations of f and g sub i into the penalty function and then minimizing this approximation of P along the current search direction. Author
- Operations Research