New simple exact penalty function for constrained minimization |
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| Authors: | Fang-ying Zheng Lian-sheng Zhang |
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| Affiliation: | 1. Department of Mathematical Sciences, Zhejiang Sci-Tech University,Hangzhou 310018, P. R. China;Department of Mathematics, College of Sciences, Shanghai University,Shanghai 200444, P. R. China
2. Department of Mathematics, College of Sciences, Shanghai University,Shanghai 200444, P. R. China |
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| Abstract: | By adding one variable to the equality-or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large. |
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| Keywords: | nonlinear programming constrained minimization local solution exact penalty function |
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