A Relaxed Interior Approach to Nonlinear Programming

摘要

The paper contains the mathematical validation of a new approach to mathematical programming problems based on a penalty-function method. The given problem is replaced by a second 'auxiliary' problem, which in many cases may be solved by standard methods since it involves the maximization of a concave function of a single variable over an interval. The auxiliary problem is defined implicitly in terms of the constituents of the original problem. Examples are presented to illustrate the theoretical results. (Author)