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Necessary and sufficient conditions for a penalty method to be exact. (English) Zbl 0325.90055


MSC:

90C25 Convex programming
90C05 Linear programming
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References:

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[9] B.W. Kort and D.P. Bertsekas, ”Multiplier methods for convex programming”, in:Proceedings of 1973 IEEE decision and control conference, San Diego, Calif., Dec. 1973, pp. 428–432.
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[11] A.T. Kutanov, ”Refining the solution of the linear programming problem in the method of penalty functions”,Automation and Remote Control 39 (4) (1970) 127–132.
[12] D.G. Luenberger, ”Control problems with kinks”,IEEE Transactions on Automatic Control AC-15 (1970) 570–575. · doi:10.1109/TAC.1970.1099557
[13] R.T. Rockafellar,Convex analysis (Princeton University Press, Princeton, N.J., 1970). · Zbl 0193.18401
[14] T. Pietrzykowski, ”An exact potential method for constrained maxima”,SIAM Journal on Numerical Analysis 6 (2) (1969) 269–304. · Zbl 0181.46501 · doi:10.1137/0706028
[15] N.O. Vil’chevskii, ”Choosing the penalty coefficient in linear programming problems”,Automation and Remote Control 39 (4) (1970) 121–126.
[16] W.I. Zangwill, ”Nonlinear programming via penalty functions”,Management Science 13 (1967) 344–358. · Zbl 0171.18202 · doi:10.1287/mnsc.13.5.344
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