A sufficient condition for exact penalty in constrained optimization

被引：30

作者：

Zaslavski, AJ ^{[1
]}

机构：

[1] Technion Israel Inst Technol, Dept Math, IL-32000 Haifa, Israel

来源：

SIAM JOURNAL ON OPTIMIZATION | 2005年 / 16卷 / 01期

关键词：

Clarke's generalized gradient; Ekeland's variational principle; minimization problem; penalty function;

D O I：

10.1137/040612294

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we use the penalty approach to study three constrained minimization problems. A penalty function is said to have the exact penalty property [J.- B. Hiriart-Urruty and C. Lemarechal, Convex Analysis and Minimization Algorithms, 2 vols., Springer-Verlag, Berlin, 1993] if there exists a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. In this paper we establish a very simple sufficient condition for the exact penalty property.

引用

页码：250 / 262

页数：13

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