On differentiable exact penalty functions
Copyright policy )On differentiable exact penalty functions
We study a differentiable exact penalty function for solving twice continuously differentiable inequality constrained optimization problems. Under certain assumptions on the parameters of the penalty function, we show the equivalence of the stationary points of this function and the Kuhn-Tucker points of the restricted problem as well as their extreme points. Numerical experiments are presented that corroborate the theory, and a rule is given for choosing the parameters of the penalty function.
- University of Zulia Venezuela
computational methods, twice continuously differentiable inequality constrained optimization, Numerical mathematical programming methods, Numerical methods based on nonlinear programming, Nonlinear programming, Kuhn-Tucker points, Other numerical methods in calculus of variations, augmented Lagrangian functions, differentiable exact penalty function
computational methods, twice continuously differentiable inequality constrained optimization, Numerical mathematical programming methods, Numerical methods based on nonlinear programming, Nonlinear programming, Kuhn-Tucker points, Other numerical methods in calculus of variations, augmented Lagrangian functions, differentiable exact penalty function
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