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Sufficient conditions for exact penalty in constrained optimization
Author(s) -
Zaslavski Alexander J.
Publication year - 2007
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200700322
Subject(s) - penalty method , mathematical optimization , property (philosophy) , simple (philosophy) , minification , constrained optimization , function (biology) , constrained optimization problem , mathematics , optimization problem , order (exchange) , computer science , philosophy , epistemology , evolutionary biology , biology , finance , economics
In this paper we use the penalty approach in order to study constrained minimization problems. 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 discuss very simple sufficient conditions for the exact penalty property. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
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