On differentiable exact penalty functions

The authors study a differentiable exact penalty function for solving twice continuously differentiable inequality constrained optimization problems. Under certain assumptions on the parameters of the penalty function, they show the equivalence of the stationary points of this function and the Kuhn-...

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Bibliographic Details
Published inJournal of optimization theory and applications Vol. 50; no. 3; pp. 479 - 493
Main Authors VINANTE, C, PINTOS, S
Format Journal Article
LanguageEnglish
Published New York, NY Springer 01.09.1986
Subjects
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Penalty function
Non linear programming
Constrained optimization
Mathematical programming
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Summary:The authors study a differentiable exact penalty function for solving twice continuously differentiable inequality constrained optimization problems. Under certain assumptions on the parameters of the penalty function, they show the equivalence of the stationary points of this function and the Kuhn-Tucker points of the restricted problem as well as their extreme points. Numerical experiments are presented that corroborate the theory, and a rule is given for choosing the parameters of the penalty function.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
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ISSN:0022-3239
1573-2878
DOI:10.1007/BF00938633