Extended Lagrange and penalty functions in optimization (Q5956436)
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scientific article; zbMATH DE number 1709217
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English | Extended Lagrange and penalty functions in optimization |
scientific article; zbMATH DE number 1709217 |
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Extended Lagrange and penalty functions in optimization (English)
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18 March 2003
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For general optimization problems with a single inequality constraint some extended Lagrange and penalty functions are constructed by means of certain increasing positively homogeneous (IPH) convolution functions. By continuing some previous investigations on this topic [see e.g. the authors, SIAM J. Optim. 10, 289-313 (1999; Zbl 0955.90127)], in the present paper the authors give necessary and sufficient conditions for the validity of the zero duality gap property for both Lagrange and penalty functions and for the exact penalization. They also study the relationship between IPH functions defined on the plane and regular weak separation functions in the sense of \textit{F. Giannessi} [see e.g., J. Optim. Theory Appl. 42, 331-365 (1984; Zbl 0504.49012)].
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extended Lagrange and penalty functions
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zero duality gap
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exact penalization
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regular weak separation functions
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increasing positively homogeneous convolution functions
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