Abstract
We introduce the concept of partially strictly monotone functions and apply it to construct a class of nonlinear penalty functions for a constrained optimization problem. This class of nonlinear penalty functions includes some (nonlinear) penalty functions currently used in the literature as special cases. Assuming that the perturbation function is lower semi-continuous, we prove that the sequence of optimal values of nonlinear penalty problems converges to that of the original constrained optimization problem. First-order and second-order necessary optimality conditions of nonlinear penalty problems are derived by converting the optimality of penalty problems into that of a smooth constrained vector optimization problem. This approach allows for a concise derivation of optimality conditions of nonlinear penalty problems. Finally, we prove that each limit point of the second-order stationary points of the nonlinear penalty problems is a second-order stationary point of the original constrained optimization problem.
Original language | English |
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Pages (from-to) | 293-311 |
Number of pages | 19 |
Journal | Computational Optimization and Applications |
Volume | 25 |
Issue number | 1-3 |
DOIs | |
Publication status | Published - 1 Apr 2003 |
Keywords
- Constrained mathematical program
- Convergence analysis
- Nonlinear penalty function
- Optimality condition
- Partially strictly monotone function
ASJC Scopus subject areas
- Control and Optimization
- Computational Mathematics
- Applied Mathematics