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Exact penalty functions in nonlinear programming

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Abstract

In this paper some new theoretic results on piecewise differentiable exact penalty functions are presented. Sufficient conditions are given for the existence of exact penalty functions for inequality constrained problems more general than concave and several classes of such functions are presented.

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This research was partially supported by a grant from the Office of Naval Research; contract number N00014-67-A-0321-0003 (NR047-095).

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Evans, J.P., Gould, F.J. & Tolle, J.W. Exact penalty functions in nonlinear programming. Mathematical Programming 4, 72–97 (1973). https://doi.org/10.1007/BF01584647

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  • DOI: https://doi.org/10.1007/BF01584647

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