Exact penalty functions for constrained minimization problems via regularized gap function for variational inequalities

DOI10.1007/S10898-006-9038-8zbMATH Open1133.90008OpenAlexW2024983730MaRDI QIDQ868635FDOQ868635

Jiming Peng, Wu Li

Publication date: 6 March 2007

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-006-9038-8

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zbMATH Keywords

variational inequalitygap functionpenalty functionsmooth optimisation

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Variational inequalities (49J40)

Cites Work

• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• A New Exact Penalty Function
• Exact Penalty Functions in Constrained Optimization
• An exact penalty function method with global convergence properties for nonlinear programming problems
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• Difference of convex functions optimization algorithms (DCA) for globally minimizing nonconvex quadratic forms on Euclidean balls and spheres
• A New Algorithm for Solving Strictly Convex Quadratic Programs
• New Results on a Continuously Differentiable Exact Penalty Function
• A multiplier method with automatic limitation of penalty growth
• A Class of penalty functions for optimization problema with bound constraints
• A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set
• A Newton Method for Convex Regression, Data Smoothing, and Quadratic Programming with Bounded Constraints
• Title not available (Why is that?)
• Differentiable Piecewise Quadratic Exact Penalty Functions for Quadratic Programs with Simple Bound Constraints
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Cited In (5)

• New exact penalty functions for nonlinear constrained optimization problems
• On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems
• Regularized gap function as penalty term for constrained minimization problems
• Forward-backward quasi-Newton methods for nonsmooth optimization problems
• A new class of exact penalty functions and penalty algorithms

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