\(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions

DOI10.1007/BF01580901zbMath0778.90054MaRDI QIDQ1199753

Kazunori Yokoyama

Publication date: 16 January 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

approximate solutions; convex analysis; exact penalty function; \(\varepsilon_ i\)- subdifferential

Mathematics Subject Classification ID

90C25: Convex programming

49J52: Nonsmooth analysis

Related Items

ε-Pareto Optimality Conditions for Convex Multiobjective Programming via Max Function, \(\epsilon \)-optimal solutions in nonconvex semi-infinite programs with support functions, Duality for \(\varepsilon \)-variational inequality, \(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints, \(\varepsilon\)-optimality and duality for multiobjective fractional programming, Generalized augmented Lagrangian problem and approximate optimal solutions in nonlinear programming, Multiplier rules and saddle-point theorems for Helbig's approximate solutions in convex Pareto problems, ε-Optimality Conditions for Vector Optimization Problems with Set-Valued Maps, ε-approximate solutions in multiobjective optimization

Cites Work

• Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
• Exact penalty functions and stability in locally Lipschitz programming
• Exact penalty functions in nonlinear programming
• Necessary conditions for ε-optimality
• ε-Optimal solutions in nondifferentiable convex programming and some related questions
• Necessary and sufficient conditions for a penalty method to be exact
• Penalty functions in ε-programming and ε-minimax problems
• Sufficiency of Exact Penalty Minimization
• Non-Linear Programming Via Penalty Functions
• Convex Analysis