In this paper formal definitions of exactness for penalty functions are introduced and sufficient conditions for a penalty function to be exact according to these definitions are stated, thus providing a unified framework for the study of both nondifferentiable and continuously differentiable penalty functions. In this framework the best-known classes of exact penalty functions are analyzed, and new results are established concerning the correspondence between the solutions of the constrained problem and the unconstrained minimizers of the penalty functions.

Exact Penalty Functions in Constrained Optimization Problems / DI PILLO, Gianni; Grippo, Luigi. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 0363-0129. - STAMPA. - 27:(1989), pp. 1333-1360. [10.1137/0327068]

Exact Penalty Functions in Constrained Optimization Problems

DI PILLO, Gianni;GRIPPO, Luigi
1989

Abstract

In this paper formal definitions of exactness for penalty functions are introduced and sufficient conditions for a penalty function to be exact according to these definitions are stated, thus providing a unified framework for the study of both nondifferentiable and continuously differentiable penalty functions. In this framework the best-known classes of exact penalty functions are analyzed, and new results are established concerning the correspondence between the solutions of the constrained problem and the unconstrained minimizers of the penalty functions.
1989
exact penalty functions; constrained optimization
01 Pubblicazione su rivista::01a Articolo in rivista
Exact Penalty Functions in Constrained Optimization Problems / DI PILLO, Gianni; Grippo, Luigi. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 0363-0129. - STAMPA. - 27:(1989), pp. 1333-1360. [10.1137/0327068]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/247845
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