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The penalty method in convex programming

✍ Scribed by I. I. Eremin


Publisher
Springer US
Year
1971
Tongue
English
Weight
315 KB
Volume
3
Category
Article
ISSN
1573-8337

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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