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Penalty functions in ε-programming and ε-minimax problems

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Abstract

Several authors have been intersted in optimality conditions in ε-programming and in ε-minimas problem (see, for example, the references [11,16]).

In this paper, we present some results for approximating ε-programming and ε-minimax problems with penalty techniques. From a computational point of view, such results may be used in order to improve algorithms within a given level of accuracy.

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Loridan, P., Morgan, J. Penalty functions in ε-programming and ε-minimax problems. Mathematical Programming 26, 213–231 (1983). https://doi.org/10.1007/BF02592056

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