ℝ-optimality criteria for convex programming problems via exact penalty functions

ℝ-optimality criteria for convex programming problems via exact penalty functions

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Article ID: iaor1993707
Country: Netherlands
Volume: 56
Issue: 2
Start Page Number: 233
End Page Number: 243
Publication Date: Sep 1992
Journal: Mathematical Programming
Authors:
Abstract:

The paper presents -optimality criteria for convex programming problems associated with exact penalty functions. Several authors have given various criteria under the assumption that such convex problems and the associated dual problems can be solved. The paper assumes the solvability of neither the convex problem nor the dual problem. To derive the present criteria, it estimates the size of the penalty parameter in terms of an -solution for the dual problem.

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