Exact auxiliary functions in optimization problems

Exact auxiliary functions in optimization problems

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Article ID: iaor1992665
Country: United Kingdom
Volume: 30
Start Page Number: 31
End Page Number: 42
Publication Date: Aug 1990
Journal: USSR Computational Mathematics and Mathematical Physics
Authors:
Abstract:

The concept of an exact auxiliary function such that the problem of minimizing it has the same set of solutions as the original optimization problem. Sufficient conditions are given for the auxiliary functions to be exact and examples of such functions are described. The introduction of exact auxiliary functions makes it possible to reduce the solution of the original problem to single minimization of an auxiliary function. The constrained optimization problem often reduces to unconstrained optimization.

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