Mathematical Programming Manuscript No. Smooth Exact Penalty and Barrier Functions for Nonsmooth Optimization
نویسندگان
چکیده
For constrained nonsmooth optimization problems, continuously diierentiable penalty functions and barrier functions are given. They are proved exact in the sense that under some nondegeneracy assumption, local optimizers of a nonlinear program are also optimizers of the associated penalty or barrier function. This is achieved by augmenting the dimension of the program by a variable that controls the regularization of the nonsmooth terms and the weight of the penalty or barrier terms.
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