A unifying theory of exactness of linear penalty functions |
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| Authors: | M V Dolgopolik |
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| Institution: | 1. Faculty of Applied Mathematics and Control Processes, Saint Petersburg State University, Saint Petersburg, Russia.;2. Institute of Problems in Mechanical Engineering, Russian Academy of Sciences, Saint Petersburg, Russia.maxim.dolgopolik@gmail.com |
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| Abstract: | In this article, we develop a theory of exact linear penalty functions that generalizes and unifies most of the results on exact penalization existing in the literature. We discuss several approaches to the study of both locally and globally exact linear penalty functions, and obtain various necessary and sufficient conditions for the exactness of a linear penalty function. We pay more attention than usual to necessary conditions, which allows us to deeply understand the exact penalty technique. |
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| Keywords: | Penalty function exact penalization error bounds calmness perturbation function Palais–Smale condition |
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