Treffer: A Sufficient Condition for Exact Penalty in Constrained Optimization: A sufficient condition for exact penalty in constrained optimization
Title:
A Sufficient Condition for Exact Penalty in Constrained Optimization: A sufficient condition for exact penalty in constrained optimization
Authors:
Source:
SIAM Journal on Optimization. 16:250-262
Publisher Information:
Society for Industrial & Applied Mathematics (SIAM), 2005.
Publication Year:
2005
Subject Terms:
Nonlinear programming, Other numerical methods in calculus of variations, minimization problem, 0211 other engineering and technologies, penalty function, Ekeland's variational principle, 02 engineering and technology, Optimality conditions and duality in mathematical programming, 0101 mathematics, 16. Peace & justice, 01 natural sciences, Clarke's generalized gradient
Document Type:
Fachzeitschrift
Article
File Description:
application/xml
Language:
English
ISSN:
1095-7189
1052-6234
1052-6234
DOI:
10.1137/040612294
DOI:
10.1002/pamm.200700322
Access URL:
Rights:
Wiley Online Library User Agreement
Accession Number:
edsair.doi.dedup.....5d7f68fc574f0eea1af6ba903d5ee2f8
Database:
OpenAIRE
Weitere Informationen
In this paper we use the penalty approach in order to study constrained minimization problems. A penalty function is said to have the exact penalty property if there is a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. We discuss very simple sufficient conditions for the exact penalty property. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)