Article ID: | iaor200954099 |
Country: | United States |
Volume: | 32 |
Issue: | 2 |
Start Page Number: | 484 |
End Page Number: | 495 |
Publication Date: | May 2007 |
Journal: | Mathematics of Operations Research |
Authors: | Zaslavski Alexander J |
Keywords: | penalty functions |
In this paper, we use the penalty approach in order to study constrained minimization problems in infinite dimensional spaces. 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. In this paper, we establish the exact penalty property for a large class of inequality–constrained minimization problems.