| Article ID: | iaor1993328 |
| Country: | Netherlands |
| Volume: | 51 |
| Issue: | 3 |
| Start Page Number: | 307 |
| End Page Number: | 331 |
| Publication Date: | Oct 1991 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Alart P., Lemaire B. |
| Keywords: | penalty functions |
A penalty method for convex functions which cannot necessarily be extended outside their effective domains by an everywhere finite convex function is proposed and combined with the proximal method. Proofs of convergence rely on variational convergence theory.