Exact penalty functions for constrained minimization problems via regularized gap function for variational inequalities (Q868635): Difference between revisions
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scientific article
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English | Exact penalty functions for constrained minimization problems via regularized gap function for variational inequalities |
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Exact penalty functions for constrained minimization problems via regularized gap function for variational inequalities (English)
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6 March 2007
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For smooth convex constrained optimisation problems the authors use Fukushima's regularized gap function [\textit{M. Fukushima}, Math. Program., Ser. A 53, 99--110 (1992; Zbl 0756.90081)] to construct an exact penalty function, such that under conditions local (global) minimizers of the given and the penalized problem correspond to each other. Some explicit examples for special cases are added.
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smooth optimisation
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penalty function
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variational inequality
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gap function
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