Necessary and sufficient conditions for a penalty method to be exact

DOI10.1007/BF01681332zbMath0325.90055MaRDI QIDQ4090135

Dimitri P. Bertsekas

Publication date: 1975

Published in: Mathematical Programming (Search for Journal in Brave)

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05)

Related Items (62)

Linear programming with nonparametric penalty programs and iterated thresholding ⋮ Minimum and maximum principle sufficiency properties for nonsmooth variational inequalities ⋮ An exact penalty function based on the projection matrix ⋮ Penalty-proximal methods in convex programming ⋮ Exact penalty functions and stability in locally Lipschitz programming ⋮ New simple exact penalty function for constrained minimization ⋮ Decomposition approaches for constrained spatial auction market problems ⋮ MULTISYMPLECTIC VARIATIONAL INTEGRATORS FOR NONSMOOTH LAGRANGIAN CONTINUUM MECHANICS ⋮ Exact barrier function methods for Lipschitz programs ⋮ A distributed continuous time consensus algorithm for maximize social welfare in micro grid ⋮ Piecewise-linear pathways to the optimal solution set in linear programming ⋮ Smoothed penalty algorithms for optimization of nonlinear models ⋮ Generalized Eckstein-Bertsekas proximal point algorithm involving \((H,\eta )\)-monotonicity framework ⋮ Multipliers and general Lagrangians ⋮ Image space approach to penalty methods ⋮ A lagrangian penalty function method for monotone variational inequalities ⋮ Implementing proximal point methods for linear programming ⋮ Second-order analysis of penalty function ⋮ A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils ⋮ A strong duality theorem for the minimum of a family of convex programs ⋮ New approach to the \(\eta \)-proximal point algorithm and nonlinear variational inclusion problems ⋮ A minimization method for the sum of a convex function and a continuously differentiable function ⋮ A hierarchical algorithm for vehicle-to-grid integration under line capacity constraints ⋮ A centre–free approach for resource allocation with lower bounds ⋮ CVXGEN: a code generator for embedded convex optimization ⋮ The exact \(G\)-penalty function method and \(G\)-invex mathematical programming problems ⋮ Distributed delay-tolerant strategies for equality-constraint sum-preserving resource allocation ⋮ Distributed optimization methods for nonconvex problems with inequality constraints over time-varying networks ⋮ Weak sharp solutions for nonsmooth variational inequalities ⋮ A new augmented Lagrangian function for inequality constraints in nonlinear programming problems ⋮ A globally convergent algorithm for exact penalty functions ⋮ Error forgetting of Bregman iteration ⋮ Sign projected gradient flow: a continuous-time approach to convex optimization with linear equality constraints ⋮ Global minimization of constrained problems with discontinuous penalty functions ⋮ Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities ⋮ Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization ⋮ Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization ⋮ Minimum principle sufficiency ⋮ On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators ⋮ Nonsmooth Optimization ⋮ \(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions ⋮ On the convergence of the exponential multiplier method for convex programming ⋮ DISTRIBUTED PROXIMAL-GRADIENT METHOD FOR CONVEX OPTIMIZATION WITH INEQUALITY CONSTRAINTS ⋮ Generalized Lyapunov approach for convergence of neural networks with discontinuous or non-Lipschitz activations ⋮ Multiplier methods: A survey ⋮ Exact penalty functions in nonlinear programming ⋮ Exact penalty functions and Lagrange multipliers ⋮ A few remarks on penalty and penalty-duality methods in fluid-structure interactions ⋮ Block Coordinate Descent Methods for Semidefinite Programming ⋮ Distributed predefined-time optimal economic dispatch for microgrids ⋮ Generalized Eckstein-Bertsekas proximal point algorithm based ona-maximal monotonicity design ⋮ Weak sharpness and finite convergence for solutions of nonsmooth variational inequalities in Hilbert spaces ⋮ Solving minimum norm problems using penalty functions and the gradient method ⋮ \(\varepsilon\)-optimality and duality for multiobjective fractional programming ⋮ A first order, exact penalty function algorithm for equality constrained optimization problems ⋮ Théorie de la pénalisation exacte ⋮ Convergence analysis of a proximal newton method¹ ⋮ Super-relaxed \((\eta)\)-proximal point algorithms, relaxed \((\eta)\)-proximal point algorithms, linear convergence analysis, and nonlinear variational inclusions ⋮ Some aspects of nonsmooth variational inequalities on Hadamard manifolds ⋮ Distributed coordination for nonsmooth convex optimization via saddle-point dynamics ⋮ Distributed Bregman-Distance Algorithms for Min-Max Optimization ⋮ Augmented Lagrangian algorithms for linear programming

Cites Work

• Unnamed Item
• Variation of the penalty coefficient in linear programming problems
• Combined Primal–Dual and Penalty Methods for Convex Programming
• A Penalty Function Method Converging Directly to a Constrained Optimum
• Non-Linear Programming Via Penalty Functions
• An Exact Potential Method for Constrained Maxima
• Convex Analysis
• New Conditions for Exactness of a Simple Penalty Function
• Constrained Optimization Using a Nondifferentiable Penalty Function
• Exact penalty functions in nonlinear programming

This page was built for publication: Necessary and sufficient conditions for a penalty method to be exact