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Andrey2013-12-20 21:22:35
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Andrey, 2013-12-20 21:22:35

What is the type and rate of convergence of the penalty function method?

Good afternoon,
Interested in a question from the field of optimization. I am developing software in which the minimum of a non-linear function is found.
And such a difficulty arose, it is necessary to estimate its rate of convergence. Nowhere can I find this formula by which one could find the rate of convergence. Knowledgeable people, help answer this question. Where can you find this formula? If you know what rate of convergence this method has (linear, super-linear, or quadratic), let me know. Also interested in the type of convergence, global or local?
Thank you.

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