A new penalty function algorithm for con
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M. Ben-Daya; K.S. Al-Sultan
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Article
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1997
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Elsevier Science
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English
⚖ 607 KB
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