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An economic interpretation of exact penalty functions using sensitivity analysis
Authors:J B Lasserre
Institution:Laboratoire d''Automatique et d''Analyse des Systèmes, Division 1, 7, Avenue du colonel Roche, 31 400 Toulouse, France
Abstract:It has already been demonstrated that under some assumptions, a local minimum of a constrained problem is also a local unconstrained minimum of a function which is called an exact penalty function. Here, we present the same result with a new demonstration. By using sensitivity analysis, we give an economic interpretation for exact penalty functions.
Keywords:Optimization  nonlinear programming  Lagrange multipliers exact penalty functions  sensitivity
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