Penalty functions with a small penalty parameter

DOI10.1080/1055678021000066058zbMath1065.90069OpenAlexW1974247408MaRDI QIDQ4405947

Adil M. Bagirov, Xiao Qi Yang, Alexander Rubinov

Publication date: 2002

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1055678021000066058

zbMATH Keywords

penalty functionsleast exact penalty parameterincreasing positively homogeneous (IPH) functions

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (13)

Lower-order smoothed objective penalty functions based on filling properties for constrained optimization problems ⋮ Existence of exact penalty for constrained optimization problems in Hilbert spaces ⋮ Solving nonsmooth and discontinuous optimal power flow problems via interior-point \(\ell_p\)-penalty approach ⋮ An approximate exact penalty in constrained vector optimization on metric spaces ⋮ An approximate exact penalty for vector inequality-constrained minimization problems ⋮ Exact augmented Lagrangian duality for mixed integer linear programming ⋮ Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems ⋮ A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness ⋮ An exact lower order penalty function and its smoothing in nonlinear programming ⋮ Smoothing of the lower-order exact penalty function for inequality constrained optimization ⋮ Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization ⋮ Lower order calmness and exact penalty function ⋮ Some nonlinear Lagrange and penalty functions for problems with a single constraint

Cites Work

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• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Variational Analysis
• Decreasing Functions with Applications to Penalization
• Extended Lagrange And Penalty Functions in Continuous Optimization^*
• Exact auxiliary functions in optimization problems
• Global minimization of increasing positively homogeneous functions over the unit simplex

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