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Asymptotic admissibility of the unit stepsize in exact penalty methods. (English) Zbl 0678.90068
The nonlinear programming problem having only equality constraints is considered. The objective and constraint functions are supposed to be smooth \((C^ 3)\). The local solution point is supposed to be regular. An algorithm is proposed based on an exact penalty and on a nondifferentiable augmented Lagrangian. The local properties of a class of exact penalty functions are established which ensure a global convergence of the algorithm using the unit stepsize. A superlinear rate of the convergence is proved.
Reviewer: A.Zilinskas

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
49M30 Other numerical methods in calculus of variations (MSC2010)
49M15 Newton-type methods
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