In this paper, we consider a class of nondifferentiable penalty functions for the solution of nonlinear programming problems without convexity assumptions. Preliminarily, we introduce a notion of exactness which appears to be of relevance in connection with the solution of the constrained problem by means of unconstrained minimization methods. Then, we show that the class of penalty functions considered is exact, according to this notion.
On the Exactness of a Class of Nondifferentiable Penalty Functions / DI PILLO, Gianni; Grippo, Luigi. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 57:(1988), pp. 399-410. [10.1007/BF02346160]
On the Exactness of a Class of Nondifferentiable Penalty Functions
DI PILLO, Gianni;GRIPPO, Luigi
1988
Abstract
In this paper, we consider a class of nondifferentiable penalty functions for the solution of nonlinear programming problems without convexity assumptions. Preliminarily, we introduce a notion of exactness which appears to be of relevance in connection with the solution of the constrained problem by means of unconstrained minimization methods. Then, we show that the class of penalty functions considered is exact, according to this notion.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
