Penalization in non-classical convex programming via variational convergence
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This is a penalty method for approximating constrained optimization problems by unconstrained ones, in the case that more general convex functions are considered which cannot necessarily be extended outside their effective domains by an everywhere finite convex function. The concepts of the perturbed proximal regularization method and variational convergence are described, and applied to the problem, in conjunction with a new penalty method. Extensive computational results are given.
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Cites work
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Cited in
(39)- Proximal methods in view of interior-point strategies
- Prox-regularization and solution of ill-posed elliptic variational inequalities
- The perturbed proximal point algorithm and some of its applications
- Convergence of diagonally stationary sequences in convex optimization
- Coupling the proximal point algorithm with approximation methods
- Two-level iterative method for non-stationary mixed variational inequalities
- Iterative regularization via dual diagonal descent
- Application of the penalty method to limit quasi-equilibrium problems
- Theoretical aspect of diagonal Bregman proximal methods
- VI-constrained hemivariational inequalities: distributed algorithms and power control in ad-hoc networks
- Application of penalty methods to non-stationary variational inequalities
- An approximate penalty method with descent for convex optimization problems
- An inexact penalty method for non stationary generalized variational inequalities
- Iterative processes for solving incorrect convex variational problems
- Selective bi-coordinate method for limit non-smooth resource allocation type problems
- Perturbed variations of penalty function methods. Example: Projective SUMT
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- Coupling proximal methods and variational convergence
- Dual convergence for penalty algorithms in convex programming
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- Application of the penalty method to nonstationary approximation of an optimization problem
- The perturbed Tikhonov's algorithm and some of its applications
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- On convergence of exponential penalty for the multi-dimensional variational problems
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