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Second-order conditions for an exact penalty function (1980)

Coleman, T. F. ; Conn, A. R.

Springer

Mathematical programming 19 (1980), S. 178-185

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ISSN: 1436-4646

Keywords: Nonlinear Programming ; Exact Penalty Function ; Constrained Optimization ; Piecewise Differentiable

Source: Springer Online Journal Archives 1860-2000

Topics: Computer Science , Mathematics

Notes: Abstract In this paper we give first- and second-order conditions to characterize a local minimizer of an exact penalty function. The form of this characterization gives support to the claim that the exact penalty function and the nonlinear programming problem are closely related. In addition, we demonstrate that there exist arguments for the penalty function from which there are no descent directions even though these points are not minimizers.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01581639

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