Exact differentiable penalty for a problem of quadratic programming with the use of a gradient-projective method
Alexey A Tret’yakov, Eugene E. Tyrtyshnikov · Russian Journal of Numerical Analysis and Mathematical Modelling · 2015
Abstract It is known that the solution obtained for a problem of quadratic programming (QP) is not exact in the case of reduction of the original problem to a sequence of problems of unconditional minimization by a method of penalty functions with a differentiable penalty. In this paper we obtain an exact solution to a QP problem for a finite penalty constant and a smooth penalty with the use of a gradient-projective method.