Exact Penalty Functions in Nonlinear Programming.

Abstract

It is shown that the existence of a strict local minimum satisfying the constraint qualification of Mangasarian and Fromovitz or McCormick's second order sufficient optimality condition implies the existence of a class of exact local penalty functions (that is ones with a finite value of the penalty parameter) for a nonlinear programming problem. A lower bound to the penalty parameter is given by a norm of the optimal Lagrange multipliers which is dual to the norm used in the penalty function.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1978
Accession Number
ADA063998

Entities

People

  • Olvi L. Mangasarian
  • S. -p. Han

Organizations

  • University of Wisconsin–Madison

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DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Inequalities
  • Linear Programming
  • Mathematics
  • Military Research
  • Nonlinear Programming
  • North Carolina
  • Numbers
  • Optimization
  • Qualifications
  • Real Numbers
  • Sequences
  • Standards
  • United States
  • Wisconsin

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  • Operations Research