Abstract
By adding one variable to the equality-or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.
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Project supported by the National Natural Science Foundation of China (Nos. 10571116 and 51075421)
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Zheng, Fy., Zhang, Ls. New simple exact penalty function for constrained minimization. Appl. Math. Mech.-Engl. Ed. 33, 951–962 (2012). https://doi.org/10.1007/s10483-012-1597-x
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DOI: https://doi.org/10.1007/s10483-012-1597-x