A penalty function algorithm with objective parameters for nonlinear mathematical programming

In this paper, we present a penalty function with objectiveparameters for inequality constrained optimization problems. Weprove that this type of penalty functions has good properties forhelping to solve inequality constrained optimization problems.Moreover, based on the penalty function, we develop an algorithm tosolve the inequality constrained optimization problems and prove itsconvergence under some conditions. Numerical experiments show thatwe can obtain a satisfactorily approximate solution for someconstrained optimization problems as the same as the exact penaltyfunction.