Existence of approximate exact penalty in constrained optimization

• 成果类型: Article
• 署名作者: Zaslavski, Alexander J.
• 署名单位: Technion Israel Institute of Technology
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.1060.0246
• 发表日期: 2007
• 页码: 484-495
• 关键词: Sufficient conditions; local minimum; exact penalization; order conditions; barrier methods

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.