On differentiable exact penalty functions
type: Item
instance of: scholarly article
title: On differentiable exact penalty functions
zbMATH Open document ID: 0577.90067
DOI: 10.1007/BF00938633
published in: Journal of Optimization Theory and Applications
publication date: 1986-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49M30
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 49M37
zbMATH DE Number: 3924522
zbMATH Keywords: differentiable exact penalty function
zbMATH Keywords: twice continuously differentiable inequality constrained optimization
zbMATH Keywords: Kuhn-Tucker points
zbMATH Keywords: computational methods
zbMATH Keywords: augmented Lagrangian functions
author: Carlos Vinante
author: Salvador Pintos
MaRDI profile type: Publication
cites work: Enlarging the region of convergence of Newton's method for constrained optimization
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cites work: A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
cites work: Augmented Lagrangians which are quadratic in the multiplier
cites work: Q4746392
cites work: Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
full work available at URL: https://doi.org/10.1007/bf00938633
OpenAlex ID: W2043831879
description: scientific article; zbMATH DE number 3924522