IDEAS home Printed from https://ideas.repec.org/a/wsi/apjorx/v27y2010i05ns0217595910002855.html
   My bibliography  Save this article

THEl1PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS

Author

Listed:
  • TADEUSZ ANTCZAK

    (Faculty of Mathematics and Computer Science, University of Łódź, Banacha 22, 90-238 Łódź, Poland)

Abstract

In this paper, some new results on thel1exact penalty function method are presented. A simple optimality characterization is given for the nonconvex differentiable optimization problems with inequality constraints via thel1exact penalty function method. The equivalence between sets of optimal solutions in the original mathematical programming problem and its associated exact penalized optimization problem is established under suitabler-invexity assumption. The penalty parameter is given, above which this equivalence holds. Furthermore, the equivalence between a saddle point in the considered nonconvex mathematical programming problem with inequality constraints and a minimizer in its penalized optimization problem with thel1exact penalty function is also established.

Suggested Citation

  • Tadeusz Antczak, 2010. "THEl1PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 27(05), pages 559-576.
    • Handle: RePEc:wsi:apjorx:v:27:y:2010:i:05:n:s0217595910002855
    DOI: 10.1142/S0217595910002855
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/abs/10.1142/S0217595910002855
    Download Restriction: Access to full text is restricted to subscribers
    File URL: https://libkey.io/10.1142/S0217595910002855?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. T. Antczak, 2013. "A Lower Bound for the Penalty Parameter in the Exact Minimax Penalty Function Method for Solving Nondifferentiable Extremum Problems," Journal of Optimization Theory and Applications, Springer, vol. 159(2), pages 437-453, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:apjorx:v:27:y:2010:i:05:n:s0217595910002855. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/apjor/apjor.shtml .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.