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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| Published in | Journal of optimization theory and applications Vol. 50; no. 3; pp. 479 - 493 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
New York, NY
Springer
01.09.1986
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| Subjects | |
| Online Access | Get full text |
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| Abstract | 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. |
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| AbstractList | 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. |
| Author | VINANTE, C PINTOS, S |
| Author_xml | – sequence: 1 givenname: C surname: VINANTE fullname: VINANTE, C organization: Univ. Zulia, Maracaibo, Venezuela – sequence: 2 givenname: S surname: PINTOS fullname: PINTOS, S organization: Univ. Zulia, Maracaibo, Venezuela |
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| Cites_doi | 10.1007/BF00934785 10.1137/0317044 10.1007/BF00940544 10.1007/BF00933161 10.1007/BF00933831 |
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| Copyright | 1987 INIST-CNRS |
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| EndPage | 493 |
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| Issue | 3 |
| Keywords | Penalty function Non linear programming Constrained optimization Mathematical programming |
| Language | English |
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| References | R. A. Tapia (CR6) 1977; 22 CR5 D. P. Bertsekas (CR1) 1982; 36 G. DiPillo (CR2) 1979; 17 P. T. Boggs (CR4) 1980; 31 C. D. Vinante (CR7) 1983 G. DiPillo (CR3) 1982; 36 |
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| Snippet | The authors study a differentiable exact penalty function for solving twice continuously differentiable inequality constrained optimization problems. Under... |
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| SubjectTerms | Applied sciences Exact sciences and technology Mathematical programming Operational research and scientific management Operational research. Management science |
| Title | On differentiable exact penalty functions |
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