Exact Penalty Functions for Nondifferentiable Programming Problems

Abstract

In recent years an increasing attention has been devoted to the use of nondifferentiable exact penalty functions for the solution of nonlinear programming problems. However, as pointed out in [22], virtually all the published literature on exact penalty functions treats one of two cases: either the nonlinear programming problem is a convex problem (see, e.g., [2], [18], [23]), or it is a smooth problem (see, e.g., [1], [3–5], [10–13], [16], [18–20]). Exact penalty functions for nonlinear programming problems neither convex nor smooth, have been considered in [6], [21], [22], where locally lipschitz problems are dealt with.