Improved convergence rate results for a class of exponential penalty functions

Frederic H. Murphy

Naval Research Logistics Quarterly, 1976, vol. 23, issue 3, 461-467

Abstract: An improved theoretical rate of convergence is shown for a member of the class of exponential penalty function algorithms. We show that the algorithm has a superlinear convergence rate.

Date: 1976
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https://doi.org/10.1002/nav.3800230308

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:23:y:1976:i:3:p:461-467

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