Extended Lagrange and penalty functions in optimization

DOI10.1023/A:1011938519299zbMath1029.90070OpenAlexW1578138035MaRDI QIDQ5956436

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Publication date: 18 March 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011938519299

zbMATH Keywords

exact penalizationextended Lagrange and penalty functionsincreasing positively homogeneous convolution functionsregular weak separation functionszero duality gap

Mathematics Subject Classification ID

Related Items (7)

An exact penalty function based on the projection matrix ⋮ Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems ⋮ Canonical duality for box constrained nonconvex and nonsmooth optimization problems ⋮ Canonical Duality Theory: Connections between Nonconvex Mechanics and Global Optimization ⋮ Nonsmooth Optimization ⋮ Strong duality in optimization: shifted power reformulation ⋮ Perfect duality theory and complete solutions to a class of global optimization problems*

Cites Work

• A sufficient and necessary condition for nonconvex constrained optimization
• Theorems of the alternative and optimality conditions
• Zero duality gap for a class of nonconvex optimization problems
• An Exact Penalization Viewpoint of Constrained Optimization
• Decreasing Functions with Applications to Penalization
• Extended Lagrange And Penalty Functions in Continuous Optimization^*
• Exact auxiliary functions in optimization problems
• Nonlinear Lagrangian theory for nonconvex optimization.
• On global optimality conditions via separation functions
• Unnamed Item

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