Sufficient conditions for exact penalty in constrained optimization |
| |
Authors: | Alexander J Zaslavski |
| |
Institution: | Department of Mathematics, The Technion-IIT, Haifa 32000, Israel |
| |
Abstract: | 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) |
| |
Keywords: | |
|
|