Functional convergence theorems for the penalty function method

MaRDI QIDQ1964470zbMATH OpenFDO

Authors E. G. Belousov, V. G. Andronov

Publication date 9 February 2000

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

convex programmingfunctional convergencepenalty function method

Mathematics Subject Classification ID

Convex programming (90C25)

Review text

In problems of convex programming it is very important to obtain sufficient conditions of convergence of the processes while using the penalty function method. Two sufficient conditions for convergence of the penalty function method in relation to a functional are presented. It is shown that two conditions, i.e. the convergence of the penalty function method and the semicontinuity of the perturbation function of the initial problem are equivalent. Classes of problems for which optimal sets of proper approximating problems do not tend to infinity from the origin of coordinates while a penalty coefficient tends to infinity are found.

Recommendations

• On the convergence of the penalty function method with respect to a functional
• Publication:4735040
• On the weak convergence of the method of penalty functions with respect to argument
• scientific article; zbMATH DE number 2132064
• scientific article; zbMATH DE number 4068624

Cited in

(19)

• On the convergence of the penalty function method with respect to a functional
• On reducibility of the general convex programming problem to an unconditional extremum problem
• On the continuity of point-to-set mappings related to the penalty function method
• Berge convergence of the penalty function method with respect to the argument
• A penalized Fischer-Burmeister NCP-function
• On the convergence of the penalty function method for a class of convex optimization problems in a Hilbert space
• On the weak convergence of the method of penalty functions with respect to argument
• Convergence of a class of penalty methods for constrained scalar set-valued optimization
• An update rule and a convergence result for a penalty function method
• On continuity of point-to-set mappings associated with the penalty-function method
• scientific article; zbMATH DE number 2132064 (Why is no real title available?)
• scientific article; zbMATH DE number 3948003 (Why is no real title available?)
• scientific article; zbMATH DE number 4068624 (Why is no real title available?)
• Convergence estimates for different versions of the penalty method of seeking a max-min with linked variables
• Dual convergence for penalty algorithms in convex programming
• scientific article; zbMATH DE number 1070679 (Why is no real title available?)
• scientific article; zbMATH DE number 4121760 (Why is no real title available?)
• Tubularity and Asymptotic Convergence of Penalty Trajectories in Convex Programming
• Decreasing Functions with Applications to Penalization

This page was built for publication: Functional convergence theorems for the penalty function method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1964470)