论文信息 - A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set

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

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.

[1] Klaus Schittkowski,et al. More test examples for nonlinear programming codes , 1981 .

[2] Olvi L. Mangasarian,et al. A dual differentiable exact penalty function , 1983, Math. Program..

[3] L. Grippo,et al. A Continuously Differentiable Exact Penalty Function for Nonlinear Programming Problems with Inequality Constraints , 1985 .

[4] L. Grippo,et al. A nonmonotone line search technique for Newton's method , 1986 .

[5] S. Lucidi,et al. A Class of penalty functions for optimization problema with bound constraints , 1992 .

[6] Klaus Schittkowski,et al. Test examples for nonlinear programming codes , 1980 .

[7] L. Grippo,et al. An exact penalty function method with global convergence properties for nonlinear programming problems , 1986, Math. Program..

[8] Dimitri P. Bertsekas,et al. Constrained Optimization and Lagrange Multiplier Methods , 1982 .

[9] M. C. Bartholomew-Biggs,et al. ODE versus SQP methods for constrained optimization , 1989 .

[10] Stefano Lucidi,et al. New Results on a Continuously Differentiable Exact Penalty Function , 1992, SIAM J. Optim..

[11] L. Grippo,et al. Exact penalty functions in constrained optimization , 1989 .

[12] Torkel Glad,et al. A multiplier method with automatic limitation of penalty growth , 1979, Math. Program..