An update rule and a convergence result for a penalty function method

DOI10.3934/JIMO.2007.3.381MaRDI QIDQ2469809zbMATH OpenOpenAlexFDO

Authors R. S. Burachik, C. Y. Kaya

Publication date 11 February 2008

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/jimo.2007.3.381

zbMATH Keywords

nonconvex optimizationdualitynonsmooth optimizationpenalty function methodleast exact penalty parameterpenalty parameter update

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Numerical methods involving duality (49M29)

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Cited in

(12)

• An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
• An augmented penalty function method with penalty parameter updates for nonconvex optimization
• An inexact modified subgradient algorithm for nonconvex optimization
• A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
• A primal dual modified subgradient algorithm with sharp Lagrangian
• On primal convergence for augmented Lagrangian duality
• A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm
• Optimization over the efficient set of multi-objective convex optimal control problems
• A new sequential optimality condition for constrained nonsmooth optimization
• A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality
• A new scalarization and numerical method for constructing the weak Pareto front of multi-objective optimization problems
• Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality

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