Survey of penalty, exact-penalty and multiplier methods from 1968 to 1993 ^∗

^∗Research partially sponsored by the Office of Naval Research under Contract N00014-89-5-1537.

Abstract

This paper is an updated and edited version of the survey that appeared in Boukari [42]. The original work reported on research since the Fiacco-McCormick 1968 survey [95] that has been undertaken in penalty function methodology and its extensions (exact penalty and augmented Lagrangian); the software that implements penalty and augmented Lagrangian algorithms; and some of the comparative studies that have been carried on during the 1968-88 period The original survey also included some results relative to Karmarker's [I441 method and its extensions. The bulk of the new material here is contained in a new section that deals with recent (roughly, 1988-93) advances in interior-point classical penalty function, exactpenalty, and augmented Lagrangian methods

^∗Research partially sponsored by the Office of Naval Research under Contract N00014-89-5-1537.

^∗Research partially sponsored by the Office of Naval Research under Contract N00014-89-5-1537.

Notes

^∗Research partially sponsored by the Office of Naval Research under Contract N00014-89-5-1537.