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On differentiable exact penalty functions

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Abstract

In this work, we 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, we 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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Authors and Affiliations

  1. Posgrado de Ingenieria, Universidad del Zulia, Maracaibo, Venezuela

    C. Vinante (Associate Professor)

  2. Department of Mathematics, Facultad de Ingenieria, Universidad del Zulia, Maracaibo, Venezuela

    S. Pintos (Assistant Professor)

Authors
  1. C. Vinante
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  2. S. Pintos
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Communicated by R. A. Tapia

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Vinante, C., Pintos, S. On differentiable exact penalty functions. J Optim Theory Appl 50, 479–493 (1986). https://doi.org/10.1007/BF00938633

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  • DOI: https://doi.org/10.1007/BF00938633

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