Equality Constrained Optimization
نویسندگان
چکیده
EQUALITY CONSTRAINED OPTIMIZATION Masao Fukushima Kyoto University Hisashi Mine Kansai University Eiki Yamakawa Kyoto University (Received November 12, 1984: Revised June 12, 1985) 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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