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A stable interior penalty method for convex extremal problems

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Summary

For a nonlinearly constrained convex extremal problem a general interior penalty method is given, that is Hadamard-stable and needs no compactness conditions for convergence. The rate of convergence of the values iso(t) fort→+0.

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Hartung, J. A stable interior penalty method for convex extremal problems. Numer. Math. 29, 149–158 (1978). https://doi.org/10.1007/BF01390334

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