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Exact penalty property for a class of inequality-constrained minimization problems

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Abstract

We use the penalty approach in order to study constrained minimization problems. A penalty function is said to have the exact penalty property if there is a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. In this paper we establish the exact penalty property for a large class of inequality-constrained minimization problems.

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Authors and Affiliations

  1. Department of Mathematics, The Technion-Israel Institute of Technology, 32000, Haifa, Israel

    Alexander J. Zaslavski

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  1. Alexander J. Zaslavski
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Correspondence to Alexander J. Zaslavski.

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Zaslavski, A.J. Exact penalty property for a class of inequality-constrained minimization problems. Optimization Letters 2, 287–298 (2008). https://doi.org/10.1007/s11590-007-0058-1

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  • DOI: https://doi.org/10.1007/s11590-007-0058-1

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