A Class of penalty functions for optimization problema with bound constraints
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 26 (3-4) , 239-259
- https://doi.org/10.1080/02331939208843855
Abstract
In this paper we propose a new class of continuously differentiable globally exact penalty functions for the solution of minimization problems with simple bounds on some (all) of the variables. The penalty functions in this class fully exploit the structure of the problem and are easily computable. Furthermore we introduce a simple updating rule for the penalty parameter that can be used in conjunction with unconstrained minimization techniques to solve the original problem.Keywords
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