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Convergence of a class of penalty methods for constrained scalar set-valued optimization

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Abstract

In this paper, we study a class of penalty methods for a class of constrained scalar set-valued optimization problems. We establish an equivalence relation between the lower semicontinuity at the origin of the optimal value function of the perturbed problem and the convergence of the penalty methods. Some sufficient conditions that guarantee the convergence of the penalty methods are also derived.

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Authors and Affiliations

  1. School of Economics and Business Administration, Chongqing University, Chongqing, 400030, China

    X. X. Huang

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  1. X. X. Huang
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Correspondence to X. X. Huang.

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This work is supported by the National Science Foundation of China and a research grant from Chongqing University.

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Huang, X.X. Convergence of a class of penalty methods for constrained scalar set-valued optimization. J Glob Optim 56, 1501–1513 (2013). https://doi.org/10.1007/s10898-012-9910-7

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  • DOI: https://doi.org/10.1007/s10898-012-9910-7

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