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Hyperbolic Penalty: A New Method for Nonlinear Programming with Inequalities
Author(s) -
Xavier Adilson Elias
Publication year - 2001
Publication title -
international transactions in operational research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.032
H-Index - 52
eISSN - 1475-3995
pISSN - 0969-6016
DOI - 10.1111/1475-3995.t01-1-00330
Subject(s) - penalty method , differentiable function , mathematical optimization , nonlinear programming , nonlinear system , mathematics , computer science , work (physics) , variational inequality , inequality , mathematical analysis , physics , quantum mechanics , mechanical engineering , engineering
This work intends to present and to analyze a new penalty method that purposes to solve the general nonlinear programming problem subject to inequality constraints. The proposed method has the important feature of being completely differentiable and combines features of both exterior and interior penalty methods. Numerical results for some problems are commented on.