Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION
Masao FukushimaEiki YamakawaHisashi Mine
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1985 Volume 28 Issue 4 Pages 302-317

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Abstract

This paper is concerned with a differentiable exact penalty function derived by modifying the Wolfe dual of an equality constrained problem. It may be considered that this penalty function belongs to a class of general augmented Lagrangians on which other differentiable exact penalty functions are based. It is shown that this penalty function possesses an attractive property which may be enable us to use Newton like method effectively. Some numerical results are also reported.

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© 1985 The Operations Research Society of Japan
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