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Path Following in the Exact Penalty Method of Convex Programming

Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties are replaced by absolute value p...

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Bibliografske podrobnosti
izdano v:Comput Optim Appl
Main Authors: Zhou, Hua, Lange, Kenneth
Format: Artigo
Jezik:Inglês
Izdano: 2015
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC4565725/
https://ncbi.nlm.nih.gov/pubmed/26366044
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10589-015-9732-x
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