On differentiable exact penalty functions

DOI10.1007/BF00938633MaRDI QIDQ1065714zbMATH OpenOpenAlexFDO

Authors Carlos Vinante, Salvador Pintos

Publication date 1986

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00938633

zbMATH Keywords

augmented Lagrangian functionscomputational methodsdifferentiable exact penalty functionKuhn-Tucker pointstwice continuously differentiable inequality constrained optimization

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

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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Cites work

• A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
• A New Class of Augmented Lagrangians in Nonlinear Programming
• Augmented Lagrangians which are quadratic in the multiplier
• Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
• Enlarging the region of convergence of Newton's method for constrained optimization
• scientific article; zbMATH DE number 3802321 (Why is no real title available?)
• On differentiable exact penalty functions

Cited in

(15)

• On differentiable exact penalty functions
• A dual differentiable exact penalty function in fractional programming
• Characterizations for perturbed exact penalty functions
• On the method of exact quasidifferentiable penalty functions.
• Geometric approach to Fletcher's ideal penalty function
• Exact penalty functions in isoperimetric problems
• scientific article; zbMATH DE number 4172766 (Why is no real title available?)
• A differentiable exact penalty function for bound constrained quadratic programming problems
• ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION
• New Results on a Continuously Differentiable Exact Penalty Function
• scientific article; zbMATH DE number 1146104 (Why is no real title available?)
• Differentiable Piecewise Quadratic Exact Penalty Functions for Quadratic Programs with Simple Bound Constraints
• scientific article; zbMATH DE number 1420777 (Why is no real title available?)
• Lower order calmness and exact penalty function
• A note on the dislocation hyperbolic transformation function

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