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Lecture 14 Penalty Function Method - Solmaz S. Kia

↑∞. Then if a limit point x∗ of the sequence {x k} is infeasible, it is a stationary point of the function h(x)2. On the other hand, if a limit point x∗ is feasible and the constraint gradients ∇h i(x) are linearly independent, then x∗ is a KKT point for the problem minimize f(x) subject to h

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