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This paper presents a readily implementable algorthm for solving constrained minimization problems invlving (not necessarily smooth) convex functions. The algorithm minimizes an exact penalty function via the aggregater subgradient method for unconstrained minimization, A scheme for automatic limitaion of penalty growth is given. The algorithm is globally convergent under mild assumptions.
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Krzysztof C. Kiwiel (1985) studied this question.
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