Mathematical Programming: Series A and B
A nonmonotone line search technique for Newton's method
SIAM Journal on Numerical Analysis
Exact penalty functions in constrained optimization
SIAM Journal on Control and Optimization
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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.