Decreasing Functions with Applications to Penalization
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Cited in
(51)- Duality and penalization in optimization via an augmented Lagrangian function with applications
- Convergence analysis of a class of nonlinear penalization methods for constrained optimization via first-order necessary optimality conditions
- Duality for multiobjective optimization via nonlinear Lagrangian functions
- Modified Lagrangian and least root approaches for general nonlinear optimization problems
- Image space analysis to Lagrange-type duality for constrained vector optimization problems with applications
- Exact penalization and necessary optimality conditions for multiobjective optimization problems with equilibrium constraints
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
- An objective penalty function method for nonlinear programming.
- On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization
- Exactness and algorithm of an objective penalty function
- Unified nonlinear Lagrangian approach to duality and optimal paths
- Critical duality
- On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
- Solving nonsmooth and discontinuous optimal power flow problems via interior-point \(\ell_p\)-penalty approach
- Augmented Lagrangian Objective Penalty Function
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- Numerical performance of penalty method for American option pricing
- An M-objective penalty function algorithm under big penalty parameters
- Some nonlinear Lagrange and penalty functions for problems with a single constraint
- A second-order smooth penalty function algorithm for constrained optimization problems
- Unified duality theory for constrained extremum problems. I: Image space analysis
- Unified duality theory for constrained extremum problems. II: Special duality schemes
- Penalty functions with a small penalty parameter
- Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
- Calmness and exact penalization in vector optimization under nonlinear perturbations
- On smoothing $l_1$ exact penalty function for constrained optimization problems
- An exact lower order penalty function and its smoothing in nonlinear programming
- An approximate exact penalty in constrained vector optimization on metric spaces
- Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
- A penalty approximation method for a semilinear parabolic double obstacle problem
- Extended Lagrange And Penalty Functions in Continuous Optimization*
- Exact augmented Lagrangian duality for mixed integer linear programming
- Multipliers and general Lagrangians
- Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems
- Abstract convexity for nonconvex optimization duality
- Lower order calmness and exact penalty function
- A penalty function method based on smoothing lower order penalty function
- Efficiency and approachability of nonconvex bicriteria programs
- On global optimality conditions via separation functions
- Extended Lagrange and penalty functions in optimization
- Second-order analysis of penalty function
- Global convergence of a class new smooth penalty algorithm for constrained optimization problem
- A novel class of exact penalty function approach for optimization problems with inequality constraints
- Extended duality for nonlinear programming
- Calmness and exact penalization in vector optimization with cone constraints
- Convergence analysis of a class of penalty methods for vector optimization problems with cone constraints
- Existence of exact penalty for constrained optimization problems in Hilbert spaces
- An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization
- An augmented Lagrangian approach with a variable transformation in nonlinear programming
- Convergence analysis of a monotonic penalty method for American option pricing
- Lower-order penalization approach to nonlinear semidefinite programming
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