Article ID: | iaor1999893 |
Country: | Netherlands |
Volume: | 79 |
Issue: | 1/3 |
Start Page Number: | 3 |
End Page Number: | 18 |
Publication Date: | Oct 1997 |
Journal: | Mathematical Programming |
Authors: | Auslender A. |
Keywords: | unboundedness, penalty functions, barrier function |
The aim of this survey is to show how the unbounded arises in optimization problems and how it leads to fundamental notions which are not only useful for proving theoretical results such as convergence of algorithms and the existence of optimal solutions, but also for constructing new methods.