New Conditions for Exactness of a Simple Penalty Function.
Abstract
The paper discusses penalty function methods for finding the maximum of a function f over the set S sub 0 = (x belongs to (R sup n):(g sub i)(x)< or = 0 for i = 1,...,m and (h sub j)(x)=0 for j=1,...,p). New conditions, extending earlier work done by Pietrzykowski, are presented under which the penalty function P(x, mu) = mu f(x) - Summation i=1 to M of U((g sub i)(x)) - summation j = 1 to p of/h subj (x)/ is locally exact. The relationships among the new conditions, Pietrzykowski's conditions and Kuhn-Tucker constraint qualifications are explored. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1971
- Accession Number
- AD0733448
Entities
People
- Stephen Howe
Organizations
- University of North Carolina at Chapel Hill