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Extended Lagrange and Penalty Functions in Optimization |
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| Authors: | A. M. Rubinov X. Q. Yang B. M. Glover |
| Affiliation: | (1) University of Ballarat, Ballarat, Victoria, Australia;(2) Hong Kong Polytechnic University, Kowloon, Hong Kong;(3) Curtin University of Technology, Perth, Western Australia, Australia |
| Abstract: | We consider nonlinear Lagrange and penalty functions for optimization problems with a single constraint. The convolution of the objective function and the constraint is accomplished by an increasing positively homogeneous of the first degree function. We study necessary and also sufficient conditions for the validity of the zero duality gap property for both Lagrange and penalty functions and for the exact penalization. We also study the so-called regular weak separation functions. |
| Keywords: | Lagrange multipliers penalty coefficients zero duality gap exact penalization regular weak separation functions increasing positively homogeneous functions |
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