Abstract
In this article, we consider a lower order penalty function and its ε-smoothing for an inequality constrained nonlinear programming problem. It is shown that any strict local minimum satisfying the second-order sufficiency condition for the original problem is a strict local minimum of the lower order penalty function with any positive penalty parameter. By using an ε-smoothing approximation to the lower order penalty function, we get a modified smooth global exact penalty function under mild assumptions.
Original language | English |
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Pages (from-to) | 51-68 |
Number of pages | 18 |
Journal | Optimization |
Volume | 53 |
Issue number | 1 |
DOIs | |
Publication status | Published - Feb 2004 |
Externally published | Yes |
Keywords
- Exact penalization
- Lower order penalty function
- Nonlinear programming
- Smooth exact penalty function
- ε-Smoothing