Penalty function theory for general convex programming problems |
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Authors: | H. Mine M. Fukushima |
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Affiliation: | (1) Department of Applied Mathematics and Physics, Kyoto University, Kyoto, Japan |
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Abstract: | ![]() A class of penalty functions for solving convex programming problems with general constraint sets is considered. Convergence theorems for penalty methods are established by utilizing the concept of infimal convergence of a sequence of functions. It is shown that most existing penalty functions are included in our class of penalty functions. |
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Keywords: | Penalty functions convex programming infimal convergence pointwise convergence |
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