On differentiable exact penalty functions (Q1065714)
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scientific article; zbMATH DE number 3924522
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| English | On differentiable exact penalty functions |
scientific article; zbMATH DE number 3924522 |
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On differentiable exact penalty functions (English)
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1986
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We study a differentiable exact penalty function for solving twice continuously differentiable inequality constrained optimization problems. Under certain assumptions on the parameters of the penalty function, we show the equivalence of the stationary points of this function and the Kuhn-Tucker points of the restricted problem as well as their extreme points. Numerical experiments are presented that corroborate the theory, and a rule is given for choosing the parameters of the penalty function.
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differentiable exact penalty function
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twice continuously differentiable inequality constrained optimization
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Kuhn-Tucker points
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computational methods
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augmented Lagrangian functions
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0.8878268003463745
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0.8751766681671143
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0.8668062090873718
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0.8646740913391113
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0.8559603691101074
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