caa a22 4500 465775160 CHVBK 20180323111939.0 cr unu---uuuuu 170327e19901201xx s 000 0 eng 10.1007/BF02055202 doi (NATIONALLICENCE)springer-10.1007/BF02055202 Fiacco Anthony School of Engineering and Applied Science, The George Washington University, 20052, Washington, DC, USA aut Perturbed variations of penalty function methods [Elektronische Daten] Example: Projective SUMT [Anthony Fiacco] Penalty function techniques are well known perturbation methods for solving mathematical programming problems. We define new classes of penalty functions by introducing simple perturbations of classical penalty functions or, equivalently, perturbations of the given problem. Motivation is a recently developed method called "Projective SUMT”, proposed by McCormick, based on solving the differential equation associated with a barrier function minimizing trajectory. We show that this trajectory-following algorithm is a simple variation of classical SUMT (Sequential Unconstrained Minimization Technique). This leads to numerous additional interpretations, simplified convergence results, duality relationships and extensions. Like SUMT, Projective SUMT is closely related to the approach of Karmarkar. J.C. Baltzer A.G. Scientific Publishing Company, 1990 Annals of Operations Research Baltzer Science Publishers, Baarn/Kluwer Academic Publishers 27/1(1990-12-01), 371-380 0254-5330 27:1<371 1990 27 10479 https://doi.org/10.1007/BF02055202 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02055202 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Fiacco Anthony School of Engineering and Applied Science, The George Washington University, 20052, Washington, DC, USA aut NATIONALLICENCE 773 0- Annals of Operations Research Baltzer Science Publishers, Baarn/Kluwer Academic Publishers 27/1(1990-12-01), 371-380 0254-5330 27:1<371 1990 27 10479 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer