首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Variational Analysis on Local Sharp Minima via Exact Penalization
Authors:Kaiwen Meng  Xiaoqi Yang
Institution:1.School of Economics and Management,Southwest Jiaotong University,Chengdu,China;2.Department of Applied Mathematics,The Hong Kong Polytechnic University,Kowloon,Hong Kong
Abstract:In this paper we study local sharp minima of the nonlinear programming problem via exact penalization. Utilizing generalized differentiation tools in variational analysis such as subderivatives and regular subdifferentials, we obtain some primal and dual characterizations for a penalty function associated with the nonlinear programming problem to have a local sharp minimum. These general results are then applied to the ? p penalty function with 0 ≤ p ≤ 1. In particular, we present primal and dual equivalent conditions in terms of the original data of the nonlinear programming problem, which guarantee that the ? p penalty function has a local sharp minimum with a finite penalty parameter in the case of \(p\in (\frac {1}{2}, 1]\) and \(p=\frac {1}{2}\) respectively. By assuming the Guignard constraint qualification (resp. the generalized Guignard constraint qualification), we also show that a local sharp minimum of the nonlinear programming problem can be an exact local sharp minimum of the ? p penalty function with p ∈ 0, 1] (resp. \(p\in 0, \frac {1}{2}]\)). Finally, we give some formulas for calculating the smallest penalty parameter for a penalty function to have a local sharp minimum.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号