Developing Systems

A modification of the method of penalty functions for solution of convex programming problems

E. N. Khobotov

Moscow

Abstract: The modification of the method of penalty functions discussed in the paper is used for solution of convex programming problems and obtained from linear extrapolation of the path of unconditional minima of auxiliary problems.

UDC: 519.283


Received: 22.05.1975

 English version: Automation and Remote Control, 1976, 37:7, 1053–1062

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