Exact penalty functions and stability in locally Lipschitz programming

DOI10.1007/BF02591938zbMATH Open0587.90083OpenAlexW1985319797MaRDI QIDQ3714912FDOQ3714912

Authors: Eric Rosenberg 

Publication date: 1984

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591938

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zbMATH Keywords

stabilitylocally Lipschitzexact penalty functionsnondifferentiable optimizationfirst order sufficiency conditions

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, parametric optimization (90C31)

Cites Work

• Convex Analysis
• Optimization and nonsmooth analysis
• A globally convergent method for nonlinear programming
• Exact penalty functions in nonlinear programming
• Necessary and sufficient conditions for a penalty method to be exact
• A New Approach to Lagrange Multipliers
• Non-Linear Programming Via Penalty Functions
• Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming
• Differential properties of the marginal function in mathematical programming
• Globally Convergent Algorithms for Convex Programming
• On optimality conditions in nondifferentiable programming
• A lower bound for the controlling parameters of the exact penalty functions
• An Exact Potential Method for Constrained Maxima
• Exact penalty functions in nonlinear programming
• Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
• On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
• Sufficient conditions for a globally exact penalty function without convexity
• A dual differentiable exact penalty function
• A Penalty Function Method Converging Directly to a Constrained Optimum
• A General Sufficiency Theorem for Nonsmooth Nonlinear Programming

Cited In (40)

• Saddle point criteria for multi-dimensional control optimisation problem involving first-order PDE constraints
• Title not available (Why is that?)
• The exactness property of the vector exact \(l_{1}\) penalty function method in nondifferentiable invex multiobjective programming
• Lower bounds of controlling parameters of exact penalty functions in locally Lipschitz programming
• Stability of exact penalty for nonconvex inequality-constrained minimization problems
• Convergence of a class of penalty methods for constrained scalar set-valued optimization
• Title not available (Why is that?)
• \(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions
• On the \(L_ 1\) exact penalty function with locally Lipschitz functions
• An SQP method for minimization of locally Lipschitz functions with nonlinear constraints
• Title not available (Why is that?)
• Exact penalty method with integrated consideration of the constraints
• An exact lower order penalty function and its smoothing in nonlinear programming
• Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
• The vector exact \(l_{1}\) penalty method for nondifferentiable convex multiobjective programming problems
• Exact barrier function methods for Lipschitz programs
• ImplementableL_∞penalty-function method for semi-infinite optimization
• Calmness and exact penalization in vector optimization under nonlinear perturbations
• Second-order analysis of penalty function
• Exact penalties and sufficient conditions for optimality in nonsmooth optimization
• Lower order calmness and exact penalty function
• An M-objective penalty function algorithm under big penalty parameters
• Efficiency and approachability of nonconvex bicriteria programs
• Calmness and exact penalization in vector optimization with cone constraints
• The exact absolute value penalty function method for identifying strict global minima of order \(m\) in nonconvex nonsmooth programming
• Differential stability in non-Lipschitzian optimization
• The exact \(G\)-penalty function method and \(G\)-invex mathematical programming problems
• Model predictive control for tracking randomly varying references
• On the smoothing of the square-root exact penalty function for inequality constrained optimization
• Exactness and algorithm of an objective penalty function
• Global convergence of a semi-infinite optimization method
• Théorie de la pénalisation exacte
• Necessary optimality conditions and exact penalization for non-Lipschitz nonlinear programs
• Variational analysis on local sharp minima via exact penalization
• Title not available (Why is that?)
• Calmness and exact penalization in constrained scalar set-valued optimization
• Exact penalty functions and Lagrange multipliers
• An objective penalty function-based method for inequality constrained minimization problem
• Vector exponential penalty function method for nondifferentiable multiobjective programming problems
• An adaptive competitive penalty method for nonsmooth constrained optimization

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