A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set

A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set

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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: , ,
Keywords: penalty functions
Abstract:

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.

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