A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set

  • Authors:
  • G. Contaldi;G. Di Pillo;S. Lucidi

  • Affiliations:
  • Dipartimento di Informatica e Sistemistica, Università di Roma La Sapienza, Via Eudossiana 18, 00184 Roma, Italy;Dipartimento di Informatica e Sistemistica, Università di Roma La Sapienza, Via Eudossiana 18, 00184 Roma, Italy;Dipartimento di Informatica e Sistemistica, Università di Roma La Sapienza, Via Eudossiana 18, 00184 Roma, Italy

  • Venue:
  • Operations Research Letters
  • Year:
  • 1993

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Abstract

In this paper we define a new continuously differentiable exact penalty function for the solution of general nonlinear programming problems. The distinguishing feature of this function is that a complete equivalence between its unconstrained minimization on an open perturbation of the feasible set and the solution of the original constrained problem can be established, without requiring the boundedness of the feasible set of the constrained problem.