Note on Finite Convergence of Exterior Penalty Functions

Klaus Truemper
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Klaus Truemper: University of Texas, Dallas

Management Science, 1975, vol. 21, issue 5, 600-606

Abstract: It is shown that existence of a saddle point of the Lagrangian function in an optimization problem is sufficient to assure finite convergence of the linear exterior penalty function. Also, an estimate of the penalty weight is given that yields \epsilon -convergence for the quadratic exterior penalty function.

Date: 1975
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