On a Lagrangian penalty function method for nonlinear programming problems

We modify a Lagrangian penalty function method proposed in 4] for constrained convex mathematical programming problems in order to obtain a geometric rate of convergence. For nonconvex problems we show that a special case of the algorithm in the above paper is still convergent without coercivity and convexity assumptions.On leave from the Institute of Mathematics, Hanoi, by a grant from Alexander-von-Humboldt-Stiftung.