The exact penalty map for nonsmooth and nonconvex optimization

DOI10.1080/02331934.2013.830117zbMath1312.49045OpenAlexW1995417959WikidataQ58048409 ScholiaQ58048409MaRDI QIDQ5248198

Jefferson G. Melo, Regina Sandra Burachik, Alfredo Noel Iusem

Publication date: 28 April 2015

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2013.830117

zbMATH Keywords

nonsmooth optimizationBanach spacesnonconvex optimizationaugmented Lagrangiansexact penaltyduality scheme

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Duality theory (optimization) (49N15)

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Existence of augmented Lagrange multipliers for semi-infinite programming problems ⋮ A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality ⋮ Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle ⋮ Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems ⋮ Exact augmented Lagrangian duality for mixed integer linear programming

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