Taiwanese Journal of Mathematics

STABILITY OF EXACT PENALTY FOR NONCONVEX INEQUALITY-CONSTRAINED MINIMIZATION PROBLEMS

Alexander J. Zaslavski

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Abstract

In this paper we use the penalty approach in order to study inequality-constrained minimization problems with locally Lipschitz objective and constraint functions in Banach spaces. A penalty function is said to have the generalized exact penalty property if there is a penalty coefficient for which approximate solutions of the unconstrained penalized problem are close enough to approximate solutions of the corresponding constrained problem. In this paper we show that the generalized exact penalty property is stable under perturbations of objective functions, constraint functions and the right-hand side of constraints.

Article information

Source
Taiwanese J. Math., Volume 14, Number 1 (2010), 1-19.

Dates
First available in Project Euclid: 18 July 2017

Permanent link to this document
https://projecteuclid.org/euclid.twjm/1500405724

Digital Object Identifier
doi:10.11650/twjm/1500405724

Mathematical Reviews number (MathSciNet)
MR2603439

Zentralblatt MATH identifier
1357.49107

Subjects
Primary: 49M30: Other methods 90C26: Nonconvex programming, global optimization 90C30: Nonlinear programming

Keywords
Clarke's generalized gradient Ekeland's variational principle minimization problem penalty function

Citation

Zaslavski, Alexander J. STABILITY OF EXACT PENALTY FOR NONCONVEX INEQUALITY-CONSTRAINED MINIMIZATION PROBLEMS. Taiwanese J. Math. 14 (2010), no. 1, 1--19. doi:10.11650/twjm/1500405724. https://projecteuclid.org/euclid.twjm/1500405724


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