Differentiable exact penalty functions via Hestenis-Powell-Rockafellar`s augmented Lagrangian function
Conference
·
OSTI ID:36219
We study differentiable exact penalty functions, depending only on x, derived from Hestenes-Powell-Rockafellar`s quadratic augmented Lagrangian function for a minimization problem with two-sided inequality constraints by using Fletcher`s Lagrangian multiplier estimate. We also consider new penalty functions, depending only on the Lagrangian multiplier, derived from the augmented Lagrangian function. These penalty functions are particularly useful for quadratic programming problems.
- OSTI ID:
- 36219
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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