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
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
收藏
页码:250 / 262
页数:13
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