A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties (Q1949585)

The authors construct an exact penalty function for equality and inequality constrained optimization problems, by extending the one considered by \textit{T. A. de André} and \textit{P. J. S. Silva} [Comput. Optim. Appl. 47, No. 3, 401--429 (2010; Zbl 1208.90173)] for variational inequalities, and use a generalized semismooth Newton method to solve a reformulation of the KKT conditions as a system of equations. The method is proved to be locally superlinearly convergent under rather weak assumptions. To globalize it, an appropriate merit function is proposed. Some numerical experiments are reported.