Research Reports from the Department of Operations

Authors

Klaus Truemper

Document Type

Report

Publication Date

1-1-1972

Abstract

It is shown that existence of a saddlepoint of the Lagrangian function in an optimization problem is sufficient to assure finite convergence of a special exterior penalty function. Also, an estimate of the penalty weight is given that yields finite e-convergence for the quadratic exterior penalty function. [Likely published circa 1972.]

Keywords

Operations research, Convergence, Algorithms, Lagrangian functions

Publication Title

Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University

Issue

Technical memorandum no. 273

Rights

This work is in the public domain and may be freely downloaded for personal or academic use

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