In this paper a new continuously differentiable exact penalty function is introduced for the solution of nonlinear programming problems with compact feasible set. A distinguishing feature of the penalty function is that it is defined on a suitable bounded open set containing the feasible region and that it goes to infinity on the boundary of this set. This allows the construction of an implementable unconstrained minimization algorithm, whose global convergence towards Kuhn-Tucker points of the constrained problem can be established.
An exact penalty function method with global convergence properties for nonlinear programming problems / DI PILLO, Gianni; Grippo, Luigi. - In: MATHEMATICAL PROGRAMMING. - ISSN 0025-5610. - 36:(1986), pp. 1-18. [10.1007/BF02591986]
An exact penalty function method with global convergence properties for nonlinear programming problems
DI PILLO, Gianni;GRIPPO, Luigi
1986
Abstract
In this paper a new continuously differentiable exact penalty function is introduced for the solution of nonlinear programming problems with compact feasible set. A distinguishing feature of the penalty function is that it is defined on a suitable bounded open set containing the feasible region and that it goes to infinity on the boundary of this set. This allows the construction of an implementable unconstrained minimization algorithm, whose global convergence towards Kuhn-Tucker points of the constrained problem can be established.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.