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A Further Study on a Penalty Function of Bertsekas

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Advances in Nonlinear Programming

Part of the book series: Applied Optimization ((APOP,volume 14))

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Abstract

We give a penalty function method based on an approximating function P c (x,y) of Bertsekas for solving inequality constrained programming. It is proved that the objective function in this method has the same minimizer as the original problem when parameterc is sufficiently large and the minimizer can be obtained by solving a nonlinear system of equations.

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References

  1. D. P. Bertsekas,Approximation procedures based on the method of multipliers, JOTA,23: 4 (1977), 487–510.

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Author information

Authors and Affiliations

  1. Department of Applied Mathematics, Dalian University of Technology, 116024, Dalian, China

    Liwei Zhang & Huanwen Tang

Authors
  1. Liwei Zhang
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  2. Huanwen Tang
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Editor information

Editors and Affiliations

  1. Institute of Computational Mathematics, and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, China

    Ya-xiang Yuan

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© 1998 Kluwer Academic Publishers

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Zhang, L., Tang, H. (1998). A Further Study on a Penalty Function of Bertsekas. In: Yuan, Yx. (eds) Advances in Nonlinear Programming. Applied Optimization, vol 14. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-3335-7_18

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  • DOI: https://doi.org/10.1007/978-1-4613-3335-7_18

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-3337-1

  • Online ISBN: 978-1-4613-3335-7

  • eBook Packages: Springer Book Archive

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