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文章基本信息

  • 标题:Decrease of the Penalty Parameter in Differentiable Penalty Function Methods
  • 本地全文:下载
  • 作者:Roohollah Aliakbari Shandiz ; Emran Tohidi
  • 期刊名称:Theoretical Economics Letters
  • 印刷版ISSN:2162-2078
  • 电子版ISSN:2162-2086
  • 出版年度:2011
  • 卷号:1
  • 期号:1
  • 页码:8-14
  • DOI:10.4236/tel.2011.11003
  • 出版社:Scientific Research Publishing
  • 摘要:We propose a simple modification to the differentiable penalty methods for solving nonlinear programming problems. This modification decreases the penalty parameter and the ill-conditioning of the penalty method and leads to a faster convergence to the optimal solution. We extend the modification to the augmented Lagrangian method and report some numerical results on several nonlinear programming test problems, showing the effectiveness of the proposed approach.
  • 关键词:Nonlinear Programming; Penalty Method; Penalty Parameter; Differentiable Penalty Methods
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