Exterior penalty function

A penalty function in which the associated algorithm generates infeasible points, approaching feasibility in the limit towards a solution. An example is to maximize f(x) - u h(x)^2: x in X and let u-->inf in order to approach the solution to Max{f(x): x in X, h(x)=0}. If, during the penalty iterations, h(x*)=0 for some finite u, x* solves the o...
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