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An exact penalty function for nonlinear programming with inequalities

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Abstract

It is shown how, given a nonlinear programming problem with inequality constraints, it is possible to construct an exact penalty function with a local unconstrained minimum at any local minimum of the constrained problem. The unconstrained minimum is sufficiently smooth to permit conventional optimization techniques to be used to locate it. Numerical evidence is presented on five well-known test problems.

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Authors and Affiliations

  1. A.E.R.E., Harwell, Berkshire, Great Britain

    R. Fletcher

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  1. R. Fletcher
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Fletcher, R. An exact penalty function for nonlinear programming with inequalities. Mathematical Programming 5, 129–150 (1973). https://doi.org/10.1007/BF01580117

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  • DOI: https://doi.org/10.1007/BF01580117

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