Abstract
In this paper we give first- and second-order conditions to characterize a local minimizer of an exact penalty function. The form of this characterization gives support to the claim that the exact penalty function and the nonlinear programming problem are closely related.
In addition, we demonstrate that there exist arguments for the penalty function from which there are no descent directions even though these points are not minimizers.
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This research is partially supported by the Natural Science and Engineering Research Council Grant No. A8639 and the U.S. Department of Energy.
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Coleman, T.F., Conn, A.R. Second-order conditions for an exact penalty function. Mathematical Programming 19, 178–185 (1980). https://doi.org/10.1007/BF01581639
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DOI: https://doi.org/10.1007/BF01581639