Exact penalty functions and Lagrange multipliers
Francisco Facchinei · Optimization · 1991
In this paper we consider a class of nondifferentiable penalty functions associated with a Lipschitz programming problem with an abstract geometric constraint. We analyse the relationship between this class of functions and Kuhn-Tucker type necessary conditions for the programming problem. Under various alternative assumptions we give lower and upper bounds for the controlling parameter of the penalty function. Finally, we extend the results obtained to a wider class of penalty functions.