Exact Penalty Functions for Constrained Minimization Problems via Regularized Gap Function for Variational Inequalities

@article{Li2007ExactPF,
  title={Exact Penalty Functions for Constrained Minimization Problems via Regularized Gap Function for Variational Inequalities},
  author={Wu Li and Jiming Peng},
  journal={Journal of Global Optimization},
  year={2007},
  volume={37},
  pages={85-94}
}
  • Wu Li, Jiming Peng
  • Published in J. Global Optimization 2007
  • Mathematics, Computer Science
  • Journal of Global Optimization
  • By using the regularized gap function for variational inequalities, we introduce a new penalty function Pα(x) for the problem of minimizing a twice continuously differentiable function in a closed convex subset of the n-dimensional space $$\mathbb{R}^n$$. Under certain assumptions, it is shown that any stationary point of the penalty function Pα(x) satisfies the first-order optimality condition of the original constrained minimization problem, and any local (or global) minimizer of Pα(x) on… CONTINUE READING

    Create an AI-powered research feed to stay up to date with new papers like this posted to ArXiv

    Citations

    Publications citing this paper.
    SHOWING 1-10 OF 10 CITATIONS

    A new class of exact penalty functions and penalty algorithms

    VIEW 4 EXCERPTS
    CITES BACKGROUND
    HIGHLY INFLUENCED

    Forward–backward quasi-Newton methods for nonsmooth optimization problems

    VIEW 1 EXCERPT
    CITES METHODS

    Proximal Newton methods for convex composite optimization

    VIEW 1 EXCERPT
    CITES BACKGROUND