The Generalized Penalty-Function/Surrogate Model
作者： Harvey J. Greenberg
关键词: Surrogate model 、 Lagrangian 、 Penalty method 、 Mathematical optimization 、 Mathematics
摘要: This paper combines the monotonic-penalty-function and surrogate models into a general model called penalty-function/surrogate model. It unifies generalizes central theorems of earlier papers, provides some new that can be specialized to Lagrangian penalty-function GLM or linear surrogates.
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