First- and second-order necessary conditions via exact penalty functions (Q2349834)
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English | First- and second-order necessary conditions via exact penalty functions |
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First- and second-order necessary conditions via exact penalty functions (English)
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18 June 2015
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Based on exact penalty functions, the authors derive first- and second-order necessary conditions for nonlinear programming problems involving equality and inequality constraints. Necessary and sufficient conditions for a penalty term to be of Karush-Kuhn-Tucker type are established. Second-order necessary conditions are derived under a suitable second-order constraint qualification. In case the data are three times continuously differentiable, the specific forms of this second-order constraint qualification for the case of lower order penalty functions are obtained.
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exact penalty functions
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first/second-order necessary conditions
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nonlinear programming problem
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KKT condition
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subderivative
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regular subdifferential
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