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On the penalty approximation of quadratic programming problem. (English) Zbl 0728.90066

Summary: An upper bound for the difference of the exact solution of the problem of minimization of quadratic functional on a subspace and its penalty approximation has been given. The paper is supplied with a numerical example.

MSC:

90C20 Quadratic programming
65K05 Numerical mathematical programming methods
49M30 Other numerical methods in calculus of variations (MSC2010)
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References:

[1] W. I. Zangwill: Nonlinear Programming: A Unified Approach. Prentice-Hall, Englewood Cliffs, N. J. 1969. · Zbl 0195.20804
[2] J. Fix, G. Strang: An Analysis of the Finite Element Method. Prentice-Hall, Englewood Cliffs, N. J. 1973. · Zbl 0356.65096
[3] B. N. Pschenichny, Yu. M. Danilin: Numerical Methods in Extremal Problems. Mir, Moskva 1978.
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