Convergence of a class of penalty methods for constrained scalar set-valued optimization
From MaRDI portal
Publication:2393088
DOI10.1007/s10898-012-9910-7zbMath1291.90308MaRDI QIDQ2393088
Publication date: 7 August 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-012-9910-7
convergence; penalty methods; constrained scalar set-valued optimization; lower semicontinuity of a function; upper semicontinuity of a set-valued map
90C48: Programming in abstract spaces
Related Items
Modified Newton method based iterative learning control design for discrete nonlinear systems with constraints, New exact penalty functions for nonlinear constrained optimization problems, On the sensitivity of Pareto efficiency in set-valued optimization problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unified theory of augmented Lagrangian methods for constrained global optimization
- Lower-order penalization approach to nonlinear semidefinite programming
- Theory of multiobjective optimization
- Lagrange-type functions in constrained non-convex optimization.
- Nonlinear Lagrange duality theorems and penalty function methods in continuous optimization
- Calmness and exact penalization in constrained scalar set-valued optimization
- Characterizations of the nonemptiness and compactness for solution sets of convex set-valued optimization problems
- Unified nonlinear Lagrangian approach to duality and optimal paths
- Vector optimization. Set-valued and variational analysis.
- Sensitivity and stability analysis for nonlinear programming
- Calmness and Exact Penalization
- Duality for Set-Valued Measures of Risk
- Exact penalty functions and stability in locally Lipschitz programming
- Optimality Conditions for Several Types of Efficient Solutions of Set-Valued Optimization Problems
- A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
- Lower-order penalty methods for mathematical programs with complementarity constraints
- The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
- Mathematical Programs with Equilibrium Constraints
- Characterizations of nonemptiness and compactness of the set of weakly efficient solutions for convex vector optimization and applications
