Abstract
In this paper, we consider Levitin-Polyak-type well-posedness for a general constrained optimization problem. We introduce generalized Levitin-Polyak well-posedness and strongly generalized Levitin-Polyak well-posedness. Necessary and sufficient conditions for these types of well-posedness are given. Relations among these types of well-posedness are investigated. Finally, we consider convergence of a class of penalty methods and a class of augmented Lagrangian methods under the assumption of strongly generalized Levitin-Polyak well-posedness.
| Original language | English |
|---|---|
| Pages (from-to) | 243-258 |
| Number of pages | 16 |
| Journal | SIAM Journal on Optimization |
| Volume | 17 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 26 Feb 2007 |
Keywords
- Constrained optimization
- Generalized Levitin-Polyak well-posedness
- Generalized minimizing sequence
- Penalty-type methods
ASJC Scopus subject areas
- Theoretical Computer Science
- Software