Optimality conditions via exact penalty functions

DOI10.1137/090771016MaRDI QIDQ3083328zbMATH OpenOpenAlexFDO

Authors Kaiwen Meng, Xiao Qi Yang

Publication date 21 March 2011

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10397/4767

zbMATH Keywords

exact penalty functionmathematical programs with complementarity constraintsnonlinear programming problemstrong stationarityMordukhovich stationarityKKT optimality condition

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(18)

• Penalty functions in subanalytic optimization
• An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization
• First- and second-order necessary conditions via exact penalty functions
• Optimality conditions for semi-infinite and generalized semi-infinite programs via lower order exact penalty functions
• Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
• Sufficient conditions for extremum, penalty functions and regularity
• Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
• Second-order enhanced optimality conditions and constraint qualifications
• Use of exact penalty functions to determine efficient decisions
• Characterizing FJ and KKT conditions in nonconvex mathematical programming with applications
• Necessary optimality conditions and exact penalization for non-Lipschitz nonlinear programs
• Global optimality conditions and exact penalization
• Variational analysis on local sharp minima via exact penalization
• Comments on: ``Farkas' lemma: three decades of generalizations for mathematical optimization
• \(l_{p}\)-norm regularization method (\( 0<p<1 \)) and DC programming for correction system of inconsistency linear inequalities
• Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint
• A unifying theory of exactness of linear penalty functions
• Smoothing methods for nonsmooth, nonconvex minimization

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