Abstract
We consider nonlinear Lagrange and penalty functions for optimization problems with a single constraint. The convolution of the objective function and the constraint is accomplished by an increasing positively homogeneous of the first degree function. We study necessary and also sufficient conditions for the validity of the zero duality gap property for both Lagrange and penalty functions and for the exact penalization. We also study the so-called regular weak separation functions.
| Original language | English |
|---|---|
| Pages (from-to) | 381-405 |
| Number of pages | 25 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 111 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Nov 2001 |
Keywords
- Exact penalization
- Increasing positively homogeneous functions
- Lagrange multipliers
- Penalty coefficients
- Regular weak separation functions
- Zero duality gap
ASJC Scopus subject areas
- Management Science and Operations Research
- Control and Optimization
- Applied Mathematics