An update rule and a convergence result for a penalty function method
DOI10.3934/JIMO.2007.3.381zbMATH Open1288.49010OpenAlexW2313050078MaRDI QIDQ2469809FDOQ2469809
Authors: R. S. Burachik, C. Y. Kaya 
Publication date: 11 February 2008
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2007.3.381
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nonconvex optimizationdualitynonsmooth optimizationpenalty function methodleast exact penalty parameterpenalty parameter update
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Numerical methods involving duality (49M29)
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- An inexact modified subgradient algorithm for nonconvex optimization
- A new scalarization and numerical method for constructing the weak Pareto front of multi-objective optimization problems
- A new sequential optimality condition for constrained nonsmooth optimization
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- Optimization over the efficient set of multi-objective convex optimal control problems
- A primal dual modified subgradient algorithm with sharp Lagrangian
- An augmented penalty function method with penalty parameter updates for nonconvex optimization
- Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
- An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- On primal convergence for augmented Lagrangian duality
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