Research Reports from the Department of Operations
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
Recommended Citation
Truemper, Klaus, "Note on Finite Convergence of Exterior Penalty Functions" (1972). Research Reports from the Department of Operations. 344.
https://commons.case.edu/wsom-ops-reports/344