Exact penalty functions in constrained optimization

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 penalt...

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Bibliographic Details
Published in:SIAM journal on control and optimization 1989-11, Vol.27 (6), p.1333-1360
Main Authors: DI PILLO, G, GRIPPO, L
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Investigations
Optimal control
Optimization
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Summary: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.
ISSN:0363-0129
1095-7138
DOI:10.1137/0327068