An exact lower order penalty function and its smoothing in nonlinear programming

Abstract

In this article, we consider a lower order penalty function and its ε-smoothing for an inequality constrained nonlinear programming problem. It is shown that any strict local minimum satisfying the second-order sufficiency condition for the original problem is a strict local minimum of the lower order penalty function with any positive penalty parameter. By using an ε-smoothing approximation to the lower order penalty function, we get a modified smooth global exact penalty function under mild assumptions.