Necessary and sufficient conditions for a penalty method to be exact
From MaRDI portal
Publication:4090135
DOI10.1007/BF01681332zbMATH Open0325.90055MaRDI QIDQ4090135FDOQ4090135
Authors: Dimitri P. Bertsekas
Publication date: 1975
Published in: Mathematical Programming (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Convex Analysis
- Non-Linear Programming Via Penalty Functions
- An Exact Potential Method for Constrained Maxima
- Exact penalty functions in nonlinear programming
- New Conditions for Exactness of a Simple Penalty Function
- Constrained Optimization Using a Nondifferentiable Penalty Function
- Combined Primal–Dual and Penalty Methods for Convex Programming
- A Penalty Function Method Converging Directly to a Constrained Optimum
- Variation of the penalty coefficient in linear programming problems
Cited In (62)
- Linear programming with nonparametric penalty programs and iterated thresholding
- Distributed predefined-time optimal economic dispatch for microgrids
- Théorie de la pénalisation exacte
- A centre–free approach for resource allocation with lower bounds
- Distributed Bregman-Distance Algorithms for Min-Max Optimization
- Distributed delay-tolerant strategies for equality-constraint sum-preserving resource allocation
- Augmented Lagrangian algorithms for linear programming
- A first order, exact penalty function algorithm for equality constrained optimization problems
- On the convergence of the exponential multiplier method for convex programming
- Minimum and maximum principle sufficiency properties for nonsmooth variational inequalities
- Implementing proximal point methods for linear programming
- Decomposition approaches for constrained spatial auction market problems
- An exact penalty function based on the projection matrix
- \(\varepsilon\)-optimality criteria for convex programming problems via exact penalty functions
- Block Coordinate Descent Methods for Semidefinite Programming
- A minimization method for the sum of a convex function and a continuously differentiable function
- Exact penalty functions and stability in locally Lipschitz programming
- Image space approach to penalty methods
- A lagrangian penalty function method for monotone variational inequalities
- Penalty-proximal methods in convex programming
- Piecewise-linear pathways to the optimal solution set in linear programming
- Minimum principle sufficiency
- Distributed coordination for nonsmooth convex optimization via saddle-point dynamics
- Distributed proximal-gradient method for convex optimization with inequality constraints
- Exact barrier function methods for Lipschitz programs
- Multipliers and general Lagrangians
- Smoothed penalty algorithms for optimization of nonlinear models
- \(\varepsilon\)-optimality and duality for multiobjective fractional programming
- A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
- Second-order analysis of penalty function
- A few remarks on penalty and penalty-duality methods in fluid-structure interactions
- New approach to the \(\eta \)-proximal point algorithm and nonlinear variational inclusion problems
- A distributed continuous time consensus algorithm for maximize social welfare in micro grid
- Nonsmooth optimization
- Multiplier methods: A survey
- Generalized Lyapunov approach for convergence of neural networks with discontinuous or non-Lipschitz activations
- Some aspects of nonsmooth variational inequalities on Hadamard manifolds
- Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities
- CVXGEN: a code generator for embedded convex optimization
- The exact \(G\)-penalty function method and \(G\)-invex mathematical programming problems
- A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils
- Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization
- Generalized Eckstein-Bertsekas proximal point algorithm involving \((H,\eta )\)-monotonicity framework
- Super-relaxed \((\eta)\)-proximal point algorithms, relaxed \((\eta)\)-proximal point algorithms, linear convergence analysis, and nonlinear variational inclusions
- Weak sharp solutions for nonsmooth variational inequalities
- Solving minimum norm problems using penalty functions and the gradient method
- Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization
- A strong duality theorem for the minimum of a family of convex programs
- Generalized Eckstein-Bertsekas proximal point algorithm based ona-maximal monotonicity design
- Sign projected gradient flow: a continuous-time approach to convex optimization with linear equality constraints
- Error forgetting of Bregman iteration
- Distributed optimization methods for nonconvex problems with inequality constraints over time-varying networks
- New simple exact penalty function for constrained minimization
- Exact penalty functions in nonlinear programming
- Weak sharpness and finite convergence for solutions of nonsmooth variational inequalities in Hilbert spaces
- Global minimization of constrained problems with discontinuous penalty functions
- A hierarchical algorithm for vehicle-to-grid integration under line capacity constraints
- A globally convergent algorithm for exact penalty functions
- Convergence analysis of a proximal newton method1
- MULTISYMPLECTIC VARIATIONAL INTEGRATORS FOR NONSMOOTH LAGRANGIAN CONTINUUM MECHANICS
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Exact penalty functions and Lagrange multipliers
This page was built for publication: Necessary and sufficient conditions for a penalty method to be exact
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4090135)