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Convergence rate results for a penalty function method

  • Nonlinear And Stochastic Programming
  • Conference paper
  • First Online:
Book cover Optimization Techniques

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 7))

  • 165 Accesses

Abstract

This paper considers some convergence aspects of an optimization algorithm, whose basic idea is closely related to penalty and augmented Lagrangian methods, proposed by Kort and Bertsekas in 1972. We prove, without convexity assumptions, that the algorithm has a parametrically superlinear root convergence rate. We also give a partial global convergence result for the algorithm considered.

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics, Facultés Universitaires de Namur, B-5000, Namur, Belgium

    V. Hien Nguyen & J.-J. Strodiot

Authors
  1. V. Hien Nguyen
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  2. J.-J. Strodiot
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Editor information

J. Stoer

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© 1978 Springer-Verlag

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Hien Nguyen, V., Strodiot, JJ. (1978). Convergence rate results for a penalty function method. In: Stoer, J. (eds) Optimization Techniques. Lecture Notes in Control and Information Sciences, vol 7. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006514

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  • DOI: https://doi.org/10.1007/BFb0006514

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08708-3

  • Online ISBN: 978-3-540-35890-9

  • eBook Packages: Springer Book Archive

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