Lagrangian regularization approach to constrained optimization problems

DOI10.1016/J.NA.2004.08.001MaRDI QIDQ703420zbMATH OpenOpenAlexFDO

Authors Shaohua Pan, Xingsi Li

Publication date 11 January 2005

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2004.08.001

zbMATH Keywords

Constrained optimization problemMonotone conjugatePenalty functionRecession functionRegularization approach

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Review text

This paper proposes a new regularization approach, referred to as the Lagrangian regularization approach, which aims to circumvent the nondifferentiability of a positively homogeneous function \(\delta(\cdot|\mathbb{R}^M_-\) in a conceptual unconstrained reformulation for constrained optimization problems. With the appropriate choices of regularizing function, we obtain a family of smooth functions that include, as special cases, the existing penalty and barrier functions. As such, our approach can be used as an instrumental tool to resolve the nondifferentiability of \(\delta(\cdot|\mathbb{R}^M_-\) as well as a unified way to construct penalty functions. For convex programming cases, we present its global convergence analysis.

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Cites work

• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Convex Analysis
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• Modified barrier functions (theory and methods)
• On the convergence of the exponential multiplier method for convex programming

Cited in

(7)

• Lagrange-type functions in constrained optimization
• Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
• On constrained optimization with nonconvex regularization
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• On High-order Model Regularization for Constrained Optimization
• A Tikhonov regularization parameter approach for solving Lagrange constrained optimization problems
• Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems

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