Article ID: | iaor1995345 |
Country: | Netherlands |
Volume: | 14 |
Issue: | 3 |
Start Page Number: | 153 |
End Page Number: | 161 |
Publication Date: | Oct 1993 |
Journal: | Operations Research Letters |
Authors: | Lucidi S., Contaldi G., Di Pillo G |
Keywords: | penalty functions |
In this paper the authors define a new continuously differentiable exact penalty function for the solution of general nonlinear programming problems. The distinguishing feature of this function is that a complete equivalence between its unconstrained minimization on an open perturbation of the feasible set and the solution of the original constrained problem can be established, without requiring the boundedness of the feasible set of the constrained problem.