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Penalty functions with a small penalty parameter [PDF]

open access: yesOptimization Methods and Software, 2002
In this article, we study the nonlinear penalization of a constrained optimization problem and show that the least exact penalty parameter of an equivalent parametric optimization problem can be diminished. We apply the theory of increasing positively homogeneous (IPH) functions so as to derive a simple formula for computing the least exact penalty ...
A M Rubinov, X Q Yang
exaly   +3 more sources

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