New Conditions for Exactness of a Simple Penalty Function.
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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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 ng sub ix or 0 for i 1,...,m and h sub jx0 for j1,...,p. New conditions, extending earlier work done by Pietrzykowski, are presented under which the penalty function Px, mu mu fx - Summation i1 to M of Ug sub ix - summation j 1 to p ofh subj x is locally exact. The relationships among the new conditions, Pietrzykowskis conditions and Kuhn-Tucker constraint qualifications are explored. Author
- Theoretical Mathematics