Pages that link to "Item:Q4943619"

The following pages link to Decreasing Functions with Applications to Penalization (Q4943619):

Displaying 37 items.

• An M-objective penalty function algorithm under big penalty parameters (Q328083) (← links)
• A second-order smooth penalty function algorithm for constrained optimization problems (Q354635) (← links)
• Unified duality theory for constrained extremum problems. I: Image space analysis (Q398642) (← links)
• Unified duality theory for constrained extremum problems. II: Special duality schemes (Q398643) (← links)
• Calmness and exact penalization in vector optimization under nonlinear perturbations (Q463002) (← links)
• An approximate exact penalty in constrained vector optimization on metric spaces (Q467460) (← links)
• A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
• Exact augmented Lagrangian duality for mixed integer linear programming (Q507329) (← links)
• A penalty function method based on smoothing lower order penalty function (Q548295) (← links)
• Second-order analysis of penalty function (Q604260) (← links)
• Extended duality for nonlinear programming (Q707770) (← links)
• Calmness and exact penalization in vector optimization with cone constraints (Q853669) (← links)
• Convergence analysis of a class of penalty methods for vector optimization problems with cone constraints (Q858574) (← links)
• Existence of exact penalty for constrained optimization problems in Hilbert spaces (Q880295) (← links)
• An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization (Q898716) (← links)
• An augmented Lagrangian approach with a variable transformation in nonlinear programming (Q944771) (← links)
• Convergence analysis of a monotonic penalty method for American option pricing (Q950483) (← links)
• Lower-order penalization approach to nonlinear semidefinite programming (Q995945) (← links)
• Duality and penalization in optimization via an augmented Lagrangian function with applications (Q1024250) (← links)
• Convergence analysis of a class of nonlinear penalization methods for constrained optimization via first-order necessary optimality conditions (Q1411462) (← links)
• Duality for multiobjective optimization via nonlinear Lagrangian functions (Q1431703) (← links)
• Modified Lagrangian and least root approaches for general nonlinear optimization problems (Q1611091) (← links)
• Image space analysis to Lagrange-type duality for constrained vector optimization problems with applications (Q1670128) (← links)
• Exact penalization and necessary optimality conditions for multiobjective optimization problems with equilibrium constraints (Q1724601) (← links)
• A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness (Q1752649) (← links)
• An objective penalty function method for nonlinear programming. (Q1764582) (← links)
• On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization (Q2216183) (← links)
• Exactness and algorithm of an objective penalty function (Q2392750) (← links)
• Unified nonlinear Lagrangian approach to duality and optimal paths (Q2465457) (← links)
• Critical duality (Q2481108) (← links)
• On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian (Q2494475) (← links)
• Solving nonsmooth and discontinuous optimal power flow problems via interior-point \(\ell_p\)-penalty approach (Q2669712) (← links)
• Augmented Lagrangian Objective Penalty Function (Q2795100) (← links)
• A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods (Q2995265) (← links)
• Numerical performance of penalty method for American option pricing (Q3161139) (← links)
• Some nonlinear Lagrange and penalty functions for problems with a single constraint (Q3407610) (← links)
• Global convergence of a class new smooth penalty algorithm for constrained optimization problem (Q6093365) (← links)