Title :
A New Multiplier Penalty Functions
Author :
Han Yanli ; Jing Shujie
Author_Institution :
Inst. of Math. & Inf. Sci., Henan Polytech. Univ., Jiaozuo, China
Abstract :
In this paper, the author converts inequality constrained optimization problem into equality constrained optimization problem by using slack variables. Then we construct a new multiplier penalty function using the penalty function who belongs to equality constraints and was raised by Bertskas in 1982.
Keywords :
constraint theory; functions; optimisation; equality constraints; inequality constrained optimization problem; multiplier penalty function; slack variables; Convergence; Information science; Lagrangian functions; Optimization; Programming; Sufficient conditions;
Conference_Titel :
E-Product E-Service and E-Entertainment (ICEEE), 2010 International Conference on
Conference_Location :
Henan
Print_ISBN :
978-1-4244-7159-1
DOI :
10.1109/ICEEE.2010.5661075
