Exact penalty functions and Lagrange multipliers

Exact penalty functions and Lagrange multipliers

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Article ID: iaor1992717
Country: Germany
Volume: 22
Start Page Number: 579
End Page Number: 606
Publication Date: Aug 1991
Journal: Optimization
Authors:
Abstract:

This paper considers a class of nondifferentiable penalty functions associated with a Lipschitz programming problem with an abstract geometric constraint. It analyses the relationship between this class of functions and Kuhn-Tucker type necessary conditions for the programming problem. Under various alternative assumptions the paper gives lower and upper bounds for the controlling parameter of the penalty function. Finally, it extends the results obtained to a wider class of penalty functions.

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