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Using a classical connection \\(\\Lambda \\) on a manifold \\(M\\) and a principal connection \\(\\Gamma \\) on a principal bundle \\(P=P(M,G)\\), the author constructs an exponential map \\(\\exp _{u}^{\\Gamma ,\\Lambda }:T_{u}P\\rightarrow P\\), \\(u\\in P\\), and a reduction of the \\((r+1)\\)-th principal gauge prolongation \\(W^{r+1}P\\) to the group \\(GL(m)\\times G\\). This allows to find all natural induced connections on \\(W^{r}P\\) as natural transformations of couples \\((\\Gamma ,\\Lambda )\\) in the line of the well-known monograph [\\textit{I. Kol\u00e1r, P. W. Michor} and \\textit{J. Slov\u00e1k}, Natural operations in differential geometry. Berlin: Springer-Verlag (corrected electronic version) (1993; Zbl 0782.53013)]. Finally, the author proves that the exponential map constructed in the paper coincides with the exponential map of a classical connection on \\(P\\) considered previously by the author in [in: Differential geometry and its applications. Proceedings of a colloquium, held in Eger, Hungary, August 20-25, 1989, organized by the J\u00e1nos Bolyai Mathematical Society. Amsterdam: North- Holland Publishing Company. Colloq. Math. Soc. 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