Hyperbolic Penalty: A New Method for Nonlinear Programming with Inequalities |
| |
| Authors: | Adilson Elias Xavier |
| |
| Affiliation: | Department of Systems Engineering and Computer Science, Graduate School of Engineering (COPPE), Federal University of Rio de Janeiro, Rio de Janeiro, RJ 21945-970, Brazil |
| |
| Abstract: | This work intends to present and to analyze a new penalty method that purposes to solve the general nonlinear programming problem subject to inequality constraints. The proposed method has the important feature of being completely differentiable and combines features of both exterior and interior penalty methods. Numerical results for some problems are commented on. |
| |
| Keywords: | Nonlinear programming penalty methods |
|
|
