Exact penalty functions and convex extensions of functions in schemes of decomposition in variables

DOI10.1007/S10559-016-9803-8zbMATHOpenAlexMaRDI QIDQ289801FDO

Authors Yu. P. Laptin

Publication date 31 May 2016

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-016-9803-8

zbMATH Keywords

convex programmingdecomposition methodsexact penalty functions

Mathematics Subject Classification ID

Convex programming (90C25)

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Cites work

• scientific article; zbMATH DE number 3750660 (Why is no real title available?)
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• A line search exact penalty method using steering rules
• A regularized decomposition method for minimizing a sum of polyhedral functions
• Certain questions in solving block nonlinear optimization problems with coupling variables
• Linearization and penalty functions
• Nondifferentiable optimization and polynomial problems

Cited in

(7)

• On the finite extension of the marginal function arising in decomposition algorithms¹
• Problems related to estimating the coefficients of exact penalty functions
• Exact penalties for decomposable convex optimization problems
• Inexact penalty decomposition methods for optimization problems with geometric constraints
• An Exact Penalty Function and Relaxation Approach for Solving Decomposable Nonlinear Programs
• Using penalty in mathematical decomposition for production-planning to accommodate clearing function constraints of capacity
• On the convexity of the multiplicative potential and penalty functions and related topics

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