Exact Penalty Functions in Constrained Optimization

DOI10.1137/0327068MaRDI QIDQ4730369zbMATH OpenOpenAlexFDO

Authors L. Grippo, Gianni Di Pillo

Publication date 1989

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0327068

zbMATH Keywords

nonlinear programmingconstrained problemexactness for penalty functions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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• Exact augmented Lagrangian function for nonlinear programming problems with inequality constraints
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• On the method of exact quasidifferentiable penalty functions.
• The exactness property of the vector exact \(l_{1}\) penalty function method in nondifferentiable invex multiobjective programming
• Integral global minimization of constrained problems with discontinuous penalty functions
• Penalty functions in subanalytic optimization
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• A New Exact Penalty Function
• A unified approach for constrained extremum problems: image space analysis
• Nonlinear complementarity as unconstrained and constrained minimization
• Exact augmented Lagrangian functions for nonlinear semidefinite programming
• Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization
• Unified theory of augmented Lagrangian methods for constrained global optimization
• A general system for heuristic minimization of convex functions over non-convex sets
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• An exact penalty approach to constrained minimization problems on metric spaces
• Variations and extension of the convex-concave procedure
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• On the exactness and the convergence of the \(l_1\) exact penalty \(E\)-function method for \(E\)-differentiable optimization problems
• An exact penalty function based on the projection matrix
• Smooth exact penalty functions: a general approach
• THE l₁ PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS
• Global optimum shape design
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• On penalty method for equilibrium problems in lexicographic order
• Computing second-order points under equality constraints: revisiting Fletcher's augmented Lagrangian
• Equality and inequality constrained optimization algorithms with convergent stepsizes
• Particle swarm optimization for preference disaggregation in multicriteria credit scoring problems
• Exact penalty functions method for mathematical programming problems involving invex functions
• An exact logarithmic-exponential multiplier penalty function
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• Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines
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• A new exact exponential penalty function method and nonconvex mathematical programming
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• Exact barrier function methods for Lipschitz programs
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• Integral global minimization: Algorithms, implementations and numerical tests
• Nonconvex robust programming via value-function optimization
• Existence and stability of exact penalty for optimization problems with mixed constraints
• Exact penalization via dini and hadamard conditional derivatives
• On the structure of regularization paths for piecewise differentiable regularization terms
• Existence of exact penalty for constrained optimization problems in Hilbert spaces
• Minimization of \(SC^ 1\) functions and the Maratos effect
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• Second-order analysis of penalty function
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• A local MM subspace method for solving constrained variational problems in image recovery
• Exact penalties and sufficient conditions for optimality in nonsmooth optimization
• Time-distributed optimization for real-time model predictive control: stability, robustness, and constraint satisfaction
• Exact penalty in constrained optimization and the Mordukhovich basic subdifferential
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• An exact \(l_1\) penalty function method for multi-dimensional first-order PDE constrained control optimization problem
• A one-layer recurrent neural network for constrained nonconvex optimization
• Efficiency of minimizing compositions of convex functions and smooth maps
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• A penalized method for multivariate concave least squares with application to productivity analysis
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• Augmented Lagrangian and exact penalty methods for quasi-variational inequalities
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• ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION
• On necessary optimality conditions and exact penalization for a constrained fractional optimal control problem
• Existence of exact penalty and its stability for nonconvex constrained optimization problems in Banach spaces
• Nonsmooth optimization
• On the exactness of a class of nondifferentiable penalty functions
• Smooth exact penalty functions. II: A reduction to standard exact penalty functions
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• On exact penalties for constrained optimization problems in metric spaces
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• The exact \(G\)-penalty function method and \(G\)-invex mathematical programming problems
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• Local analysis of a new multipliers method
• Gap functions and penalization for solving equilibrium problems with nonlinear constraints

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