Abstract
In this paper, we consider a class of nondifferentiable penalty functions for the solution of nonlinear programming problems without convexity assumptions. Preliminarily, we introduce a notion of exactness which appears to be of relevance in connection with the solution of the constrained problem by means of unconstrained minimization methods. Then, we show that the class of penalty functions considered is exact, according to this notion.
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Communicated by F. Zirilli
This research was partially supported by the National Research Program on “Modelli e Algoritmi per l'Ottimizzazione,” Ministero della Pubblica, Istruzione, Roma, Italy.
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Di Pillo, G., Grippo, L. On the exactness of a class of nondifferentiable penalty functions. J Optim Theory Appl 57, 399–410 (1988). https://doi.org/10.1007/BF02346160
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DOI: https://doi.org/10.1007/BF02346160