Show simple item record

dc.contributor.authorChristianson, B.
dc.date.accessioned2010-03-16T11:26:57Z
dc.date.available2010-03-16T11:26:57Z
dc.date.issued1995
dc.identifier.citationChristianson , B 1995 , ' Geometric approach to Fletcher's ideal penalty function ' , Journal of Optimization Theory and Applications , vol. 84 , no. 2 , pp. 433-441 . https://doi.org/10.1007/BF02192124
dc.identifier.issn0022-3239
dc.identifier.otherPURE: 90229
dc.identifier.otherPURE UUID: 03a159d4-6d89-4ebb-abe3-99ec1476baf1
dc.identifier.otherdspace: 2299/4339
dc.identifier.otherScopus: 21844506881
dc.identifier.urihttp://hdl.handle.net/2299/4339
dc.descriptionOriginal article can be found at: www.springerlink.com Copyright Springer. [Originally produced as UH Technical Report 280, 1993]
dc.description.abstractIn this note, we derive a geometric formulation of an ideal penalty function for equality constrained problems. This differentiable penalty function requires no parameter estimation or adjustment, has numerical conditioning similar to that of the target function from which it is constructed, and also has the desirable property that the strict second-order constrained minima of the target function are precisely those strict second-order unconstrained minima of the penalty function which satisfy the constraints. Such a penalty function can be used to establish termination properties for algorithms which avoid ill-conditioned steps. Numerical values for the penalty function and its derivatives can be calculated efficiently using automatic differentiation techniques.en
dc.language.isoeng
dc.relation.ispartofJournal of Optimization Theory and Applications
dc.titleGeometric approach to Fletcher's ideal penalty functionen
dc.contributor.institutionSchool of Computer Science
dc.contributor.institutionCentre for Computer Science and Informatics Research
dc.description.statusPeer reviewed
rioxxterms.versionofrecordhttps://doi.org/10.1007/BF02192124
rioxxterms.typeJournal Article/Review
herts.preservation.rarelyaccessedtrue


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record