Exact Penalty Functions in Nonlinear Programming.
Technical summary rept.,
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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It is shown that the existence of a strict local minimum satisfying the constraint qualification of Mangasarian and Fromovitz or McCormicks 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.
- Operations Research