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Exact penalties and sufficient conditions for optimality in nonsmooth optimization. (English) Zbl 0621.90081

Under certain sufficient conditions for strict local optimality in a mathematical program, it is well known that a number of nondifferentiable penalty functions are locally exact. With sufficient conditions involving the contingent derivative, it is shown that this local exactness is valid for programs whose objective and constraint functions need not be differentiable or even continuous.

MSC:

90C30 Nonlinear programming
49K99 Optimality conditions
49M37 Numerical methods based on nonlinear programming
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