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Convex programming algorithms using smoothing of exact penalty functions

โœ Scribed by A. A. Kaplan


Publisher
SP MAIK Nauka/Interperiodica
Year
1983
Tongue
English
Weight
709 KB
Volume
23
Category
Article
ISSN
0037-4466

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In this paper, we develop an exterior point algorithm for convex quadratic programming using a penalty function approach. Each iteration in the algorithm consists of a single Newton step followed by a reduction in the value of the penalty parameter. The points generated by the algorithm follow an e