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Property / author: Jun Li / rank | |||
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Property / author: Jun Li / rank | |||
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\noindent The paper deals with the following constrained extremum problem (CEP): \[ \min f(x)\text{ \;s.t. \;}x\in X,\text{ }G(x)\cap D\neq\emptyset, \] where \(f:\mathbb{R}^{n}\rightarrow\mathbb{R},\) \(G:\mathbb{R}^{n}\rightrightarrows \mathbb{R}^{m}\), \(X\) is a convex subset of \(\mathbb{R}^{n}\) and \(D\) is a closed, convex and pointed cone of \(\mathbb{R}^{m}\).\newline The image space analysis (ISA) is a unifying scheme for stuyding CEP problems. The ISA can be applied to any kind of problems that can be expressed under the form of the impossibility of a parametric system. The impossibility of such a system is reduced to the disjunction of two suitable subsets of the image space, which can be proved by showing that they lie in two disjoint level sets of a separating functional. When such a functional is linear, then it is said that they admit linear separation. A linear separation is said to be proper iff the two sets are not both contained in the separating hyperplane. A suitable subclass of separating functionals is said to be regular iff the separation obtained by means of a functional of such a subclass guarantees the disjunction between two suitable subsets of the image space.\newline The purpose of this paper is to apply the ISA to investigate a class of CEP, the constraining function of which is set-valued. The authors prove that (regular) separation in the image space is equivalent to the existence of saddle points of Lagrangian and generalized Lagrangian functions for CEP and the paper also gives Lagrangian type optimality conditions for CEP under suitable generalized convexity and compactness assumptions. The authors also present an exact penalty problem for CEP and show that it is equivalent to the existence of a regular linear separation under suitable generalized convexity and compactness assumptions. | |||
Property / review text: \noindent The paper deals with the following constrained extremum problem (CEP): \[ \min f(x)\text{ \;s.t. \;}x\in X,\text{ }G(x)\cap D\neq\emptyset, \] where \(f:\mathbb{R}^{n}\rightarrow\mathbb{R},\) \(G:\mathbb{R}^{n}\rightrightarrows \mathbb{R}^{m}\), \(X\) is a convex subset of \(\mathbb{R}^{n}\) and \(D\) is a closed, convex and pointed cone of \(\mathbb{R}^{m}\).\newline The image space analysis (ISA) is a unifying scheme for stuyding CEP problems. The ISA can be applied to any kind of problems that can be expressed under the form of the impossibility of a parametric system. The impossibility of such a system is reduced to the disjunction of two suitable subsets of the image space, which can be proved by showing that they lie in two disjoint level sets of a separating functional. When such a functional is linear, then it is said that they admit linear separation. A linear separation is said to be proper iff the two sets are not both contained in the separating hyperplane. A suitable subclass of separating functionals is said to be regular iff the separation obtained by means of a functional of such a subclass guarantees the disjunction between two suitable subsets of the image space.\newline The purpose of this paper is to apply the ISA to investigate a class of CEP, the constraining function of which is set-valued. The authors prove that (regular) separation in the image space is equivalent to the existence of saddle points of Lagrangian and generalized Lagrangian functions for CEP and the paper also gives Lagrangian type optimality conditions for CEP under suitable generalized convexity and compactness assumptions. The authors also present an exact penalty problem for CEP and show that it is equivalent to the existence of a regular linear separation under suitable generalized convexity and compactness assumptions. / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6232038 / rank | |||
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Property / zbMATH Keywords | |||
image space analysis | |||
Property / zbMATH Keywords: image space analysis / rank | |||
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Property / zbMATH Keywords | |||
linear separation | |||
Property / zbMATH Keywords: linear separation / rank | |||
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Property / zbMATH Keywords | |||
saddle points | |||
Property / zbMATH Keywords: saddle points / rank | |||
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penalty methods | |||
Property / zbMATH Keywords: penalty methods / rank | |||
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Property / zbMATH Keywords | |||
constrained extremum problems | |||
Property / zbMATH Keywords: constrained extremum problems / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Francisco Guerra Vázquez / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10957-013-0276-x / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2143373014 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 02:55, 7 July 2024
scientific article
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English | A unified approach for constrained extremum problems: image space analysis |
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A unified approach for constrained extremum problems: image space analysis (English)
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22 November 2013
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\noindent The paper deals with the following constrained extremum problem (CEP): \[ \min f(x)\text{ \;s.t. \;}x\in X,\text{ }G(x)\cap D\neq\emptyset, \] where \(f:\mathbb{R}^{n}\rightarrow\mathbb{R},\) \(G:\mathbb{R}^{n}\rightrightarrows \mathbb{R}^{m}\), \(X\) is a convex subset of \(\mathbb{R}^{n}\) and \(D\) is a closed, convex and pointed cone of \(\mathbb{R}^{m}\).\newline The image space analysis (ISA) is a unifying scheme for stuyding CEP problems. The ISA can be applied to any kind of problems that can be expressed under the form of the impossibility of a parametric system. The impossibility of such a system is reduced to the disjunction of two suitable subsets of the image space, which can be proved by showing that they lie in two disjoint level sets of a separating functional. When such a functional is linear, then it is said that they admit linear separation. A linear separation is said to be proper iff the two sets are not both contained in the separating hyperplane. A suitable subclass of separating functionals is said to be regular iff the separation obtained by means of a functional of such a subclass guarantees the disjunction between two suitable subsets of the image space.\newline The purpose of this paper is to apply the ISA to investigate a class of CEP, the constraining function of which is set-valued. The authors prove that (regular) separation in the image space is equivalent to the existence of saddle points of Lagrangian and generalized Lagrangian functions for CEP and the paper also gives Lagrangian type optimality conditions for CEP under suitable generalized convexity and compactness assumptions. The authors also present an exact penalty problem for CEP and show that it is equivalent to the existence of a regular linear separation under suitable generalized convexity and compactness assumptions.
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image space analysis
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linear separation
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saddle points
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penalty methods
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constrained extremum problems
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