Saddle point criteria and the exact minimax penalty function method in nonconvex programming
DOI10.11650/TJM.17.2013.1823zbMATH Open1279.49022OpenAlexW2093969563MaRDI QIDQ390035FDOQ390035
Authors: Tadeusz Antczak 
Publication date: 22 January 2014
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11650/tjm.17.2013.1823
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saddle pointexact minimax penalty function methodinvex functionminimax penalized optimization problem
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
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- Exact penalty functions method for mathematical programming problems involving invex functions
- An exact minimax penalty function method and saddle point criteria for nonsmooth convex vector optimization problems
- A saddle point characterization of exact regularization of non-convex programs
- Saddle point and exact penalty representation for generalized proximal Lagrangians
- A lower bound for the penalty parameter in the exact minimax penalty function method for solving nondifferentiable extremum problems
- An exact \(l_1\) penalty approach for interval-valued programming problem
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