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Sufficient conditions for exact penalty in constrained optimization

Alexander J. Zaslavski

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Abstract

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)

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What this paper is about

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)

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Available abstract

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)

Key concepts: Penalty method, Mathematical optimization, Property (philosophy), Simple (philosophy), Minification, Constrained optimization, Function (biology), Constrained optimization problem

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