A lagrange penalty reformulation method for constrained optimization

A. M. Rubinov, Xiaoqi Yang, Y. Y. Zhou

Research output: Journal article publicationJournal articleAcademic researchpeer-review

2 Citations (Scopus)

Abstract

In this paper a constrained optimization problem is transformed into an equivalent one in terms of an auxiliary penalty function. A Lagrange function method is then applied to this transformed problem. Zero duality gap and exact penalty results are obtained without any coercivity assumption on either the objective function or constraint functions.
Original languageEnglish
Pages (from-to)145-154
Number of pages10
JournalOptimization Letters
Volume1
Issue number2
DOIs
Publication statusPublished - 1 Mar 2007

Keywords

  • Augmented penalty function
  • Constrained optimization
  • Non-coercivity
  • Zero duality gap

ASJC Scopus subject areas

  • Control and Optimization

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