Smooth exact penalty functions: a general approach
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Abstract: In this article we present a new perspective on the smooth exact penalty function proposed by Huyer and Neumaier that is becoming more and more popular tool for solving constrained optimization problems. Our approach to Huyer and Neumaier's exact penalty function allows one to apply previously unused tools (namely, parametric optimization) to the study of the exactness of this function. We give a new simple proof of the local exactness of Huyer and Neumair's penalty function that significantly generalizes all similar results existing in the literature. We also obtain new necessary and sufficient conditions for the global exactness of this penalty function.
The aim of this article is to present a new perspective on the method of smooth exact penalty functions. This perspective allows one to apply previously unused tools (namely, parametric optimization) to the study and construction of smooth exact penalty functions. It essentially simplifies the proof of exactness of these functions. New necessary and sufficient conditions for a smooth penalty function to be globally exact are given, too.
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Cited in
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- Variable sample size method for equality constrained optimization problems
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness
- A Smooth Embedding Domain Method Based On the Penalty Approach
- Smooth exact penalty functions. II: A reduction to standard exact penalty functions
- An efficient approach for the S‐shaped penalty function
- A novel class of exact penalty function approach for optimization problems with inequality constraints
- On smoothing l₁ exact penalty function for nonlinear constrained optimization problems
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