Accession Number:

ADA063998

Title:

Exact Penalty Functions in Nonlinear Programming.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1978-11-01

Pagination or Media Count:

28.0

Abstract:

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE