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A Sufficient Condition for Exact Penalty in Constrained Optimization.
- Source :
- SIAM Journal on Optimization; 2005, Vol. 16 Issue 1, p250-262, 13p
- Publication Year :
- 2005
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10526234
- Volume :
- 16
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- SIAM Journal on Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 18491382
- Full Text :
- https://doi.org/10.1137/040612294