Abstract : The exactness of the penalization for the exact l1 penalty function method used for solving nonsmooth constrained optimization problems with both inequality and equality constraints is considered. Thus, the equivalence between the sets of optimal solutions in the nonsmooth constrained optimization problem and its associated penalized optimization problem with the exact l1 penalty function is established under locally Lipschitz invexity assumptions imposed on the involved functions.
Dietmar Hömberg; Fredi Tröltzsch. 25th System Modeling and Optimization (CSMO), Sep 2011, Berlin, Germany. Springer, IFIP Advances in Information and Communication Technology, AICT-391, pp.461-470, 2013, System Modeling and Optimization. 〈10.1007/978-3-642-36062-6_46〉
https://hal.inria.fr/hal-01347568
Contributeur : Hal Ifip
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Soumis le : jeudi 21 juillet 2016 - 11:25:51
Dernière modification le : mercredi 13 décembre 2017 - 16:10:15
Tadeusz Antczak. The Exact l1 Penalty Function Method for Constrained Nonsmooth Invex Optimization Problems. Dietmar Hömberg; Fredi Tröltzsch. 25th System Modeling and Optimization (CSMO), Sep 2011, Berlin, Germany. Springer, IFIP Advances in Information and Communication Technology, AICT-391, pp.461-470, 2013, System Modeling and Optimization. 〈10.1007/978-3-642-36062-6_46〉. 〈hal-01347568〉
