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ON THE L_1 EXACT PENALTY FUNCTION WITH LOCALLY LIPSCHITZ FUNCTIONS
作者姓名:张连生  黄志坚
作者单位:Shanghai University of Science and Technology,Shanghai University of Science and Technology
摘    要:In this paper,we discuss the following inequality constrained optimization problem (P) min f(x) subject to g(x)≤0,g(x)=(g_1(x),…,g_r(x))~T, where f(x),g_j(x)(j=1,…,r)are locally Lipschitz functions.The L_1 exact penalty function of the problem (P) is (PC) min f(x)+cp(x)subject to x∈R~n, where p(x)=max{0,g_1(x),…,g_r(x)},c>0.We will discuss the relationships between (P) and (PC).In particular,we will prove that under some (mild) conditions a local minimum of (PC) is also a local minimum of (P).

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