Convergence of Exponential Penalty Function Method for Variational Problems

Research Article
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Abstract

In this paper, we propose an exponential penalty function method in order to solve a constrained variational problem by transforming it into a sequence of unconstrained ones. Further, we analyze the relationship between the optimal solutions of the sequence of exponential penalized variational problems and that of the original constrained variational problem. The convergence of this exponential penalty method is also examined for variational problems. Numerical examples are provided to verify the obtained results and validate the efficient use of exponential penalty method for solving constrained variational problems.

Keywords

Exponential penalty function method Variational problem Convergence 

Mathematics Subject Classification

90C25 90C30 

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Copyright information

© The National Academy of Sciences, India 2018

Authors and Affiliations

  1. 1.Department of Applied MathematicsIndian School of MinesDhanbadIndia
  2. 2.Department of MathematicsScience College (Autonomous)Hinjilicut, GanjamIndia

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