An algorithm for solving nonlinear programming problems subject to nonlinear inequality constraints

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Abstract
An algorithm of the penalty function class which solves linear or non-linear optimisation problems subject to equality and/or inequality constraints is described. The ‘penalty term’ consists of exponential summands like exp [T·g(x)] where T < 0 and g(x) ≥ 0 is a constraint. Computational experience is discussed. Convergence is proved and is typically first-order. The algorithm has found considerable application in its ability to distinguish readily between feasible and non-feasible (i.e. no-domain) problems.

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