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A two-parameter exact penalty function for nonlinear programming

  • I. D. Coope
  • C. J. Price
Contributed Papers

Abstract

A sequential quadratic programming algorithm for nonlinear programs using anl-exact penalty function is described. Numerical results are also presented. These results show that the algorithm is competitive with other exact penalty function based algorithms and that the inclusion of the second penalty parameter can be advantageous.

Key Words

Nonlinear optimization exact penalty functions 

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Copyright information

© Plenum Publishing Corporation 1994

Authors and Affiliations

  • I. D. Coope
    • 1
  • C. J. Price
    • 1
  1. 1.Department of Mathematics and StatisticsUniversity of CanterburyChristchurchNew Zealand

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