Generalized Penalty-Function Concepts in Mathematical Optimization

1 April 1970

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research

Vol. 18 (2) , 229-252
https://doi.org/10.1287/opre.18.2.229

Abstract

Given a mathematical program, this paper constructs an alternate problem with its feasibility region a superset of the original mathematical program. The objective function of this new problem is constructed so that a penalty is imposed for solutions outside the original feasibility region. One attempts to choose an objective function that makes the optimal solutions to the new problem the same as the optimal solutions to the original mathematical program.

Keywords

PENALTY FUNCTION