How to deal with the unbounded in optimization: Theory and algorithms

How to deal with the unbounded in optimization: Theory and algorithms

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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:
Keywords: unboundedness, penalty functions, barrier function
Abstract:

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.

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