Decreasing functions with applications to penalization

A. M. Rubinov, B. M. Glover, Xiaoqi Yang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

79 Citations (Scopus)

Abstract

The theory of increasing positively homogeneous functions defined on the positive orthant is applied to the class of decreasing functions. A multiplicative version of the inf-convolution operation is studied for decreasing functions. Modified penalty functions for some constrained optimization problems are introduced that are in general nonlinear with respect to the objective function of the original problem. As the perturbation function of a constrained optimization problem is decreasing, the theory of decreasing functions is subsequently applied to the study of modified penalty functions, the zero duality gap property, and the exact penalization.
Original languageEnglish
Pages (from-to)289-313
Number of pages25
JournalSIAM Journal on Optimization
Volume10
Issue number1
DOIs
Publication statusPublished - 1 Jan 1999
Externally publishedYes

Keywords

  • Decreasing functions
  • Exact penalization
  • IPH functions
  • Modified penalty functions
  • Multiplicative inf-convolution

ASJC Scopus subject areas

  • Software
  • Theoretical Computer Science

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