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dc.contributor.authorWild, Edward
dc.contributor.authorMangasarian, Olvi
dc.date.accessioned2013-01-17T18:13:29Z
dc.date.available2013-01-17T18:13:29Z
dc.date.issued2007
dc.identifier.citation07-01en
dc.identifier.urihttp://digital.library.wisc.edu/1793/64344
dc.description.abstractSufficient conditions are given for a classical dual exterior penalty function of a linear program to be independent of its penalty parameter. This ensures that an exact solution to the primal linear program can be obtained by minimizing the dual exterior penalty function. The sufficient conditions give a precise value to such a penalty parameter introduced in (Mangasarian, 2005), where no quantification of the parameter was given. Computational results on linear programs with up to one million variables or constraints compare favorably to CPLEX 9.0 (ILO, 2003) and validate the proposed approach.en
dc.subjectexplicit penalty parameter magnitudeen
dc.subjectexact penalty functionen
dc.subjectlinear programmingen
dc.titleExactness Conditions for a Convex Differentiable Exterior Penalty for Linear Programmingen
dc.typeTechnical Reporten


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  • DMI Technical Reports
    DMI Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison

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