Existence of approximate exact penalty in constrained optimization

被引：6

作者：

Zaslavski, Alexander J. ^{[1
]}

机构：

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

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 2007年 / 32卷 / 02期

基金：

中国国家自然科学基金;

关键词：

approximate solution; Ekeland's variational principle; minimization problem; penalty function;

D O I：

10.1287/moor.1060.0246

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 paper, we use the penalty approach in order to study constrained minimization problems in infinite dimensional 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. In this paper, we establish the exact penalty property for a large class of inequality-constrained minimization problems.

引用

页码：484 / 495

页数：12

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