Exactness conditions for a convex differentiable exterior penalty for linear programming

DOI10.1080/02331930903100158zbMATH Open1211.90125OpenAlexW2001048563MaRDI QIDQ2996786FDOQ2996786

Authors: E. W. Wild, O. L. Mangasarian 

Publication date: 3 May 2011

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: http://digital.library.wisc.edu/1793/64344

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• scientific article; zbMATH DE number 977754

zbMATH Keywords

linear programmingexact penalty functionexplicit penalty parameter magnitude

Mathematics Subject Classification ID

Linear programming (90C05) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Cites Work

• Title not available (Why is that?)
• Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
• Title not available (Why is that?)
• A finite newton method for classification
• Parallel Gradient Distribution in Unconstrained Optimization
• Minimization of \(SC^ 1\) functions and the Maratos effect

Cited In (2)

• Linear programming with nonparametric penalty programs and iterated thresholding
• On using exterior penalty approaches for solving linear programming problems

Uses Software

• CPLEX

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