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Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs

โœ Scribed by Fukuda, Ellen H.; Silva, Paulo J. S.; Fukushima, Masao


Book ID
118203749
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
343 KB
Volume
22
Category
Article
ISSN
1052-6234

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โœ Marius Sinclair ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 344 KB

Nonlinear integer programming problems with bounded feasible sets are considered. It is shown how the number of constraints in such problems can be reduced with the aid of an exact penalty function approach. This approach can be used to construct an equivalent unconstrained problem, or a problem wit