Exact Penalty in Constrained Optimization and the Mordukhovich Basic Subdifferential

被引：2

作者：

Zaslavski, Alexander J. ^{[1
]}

机构：

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

来源：

VARIATIONAL ANALYSIS AND GENERALIZED DIFFERENTIATION IN OPTIMIZATION AND CONTROL: IN HONOR OF BORIS S. MORDUKHOVICH | 2010年 / 47卷

关键词：

LIPSCHITZ FUNCTIONS; EXACT PENALIZATION; CRITICAL-POINTS; OPTIMALITY; PRINCIPLE;

D O I：

10.1007/978-1-4419-0437-9_12

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this chapter, we use the penalty approach to study two constrained minimization problems in infinite-dimensional Asplund spaces. A penalty function is said to have the exact penalty property if there is a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. We use the notion of the Mordukhovich basic subdifferential and show that the exact penalty property is stable under perturbations of objective functions.

引用

页码：223 / 232

页数：10

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