Berge convergence of the penalty function method with respect to the argument

zbMath0949.90071MaRDI QIDQ1571131

V. G. Andronov, E. G. Belousov

Publication date: 5 December 2000

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

convergence; convex programming; penalty function

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

49M25: Discrete approximations in optimal control