A unifying theory of exactness of linear penalty functions. (2nd June 2016)

• Record Type: Journal Article
• Authors: Dolgopolik, M. V.
• Is Part Of: Optimization. Volume 65:Number 6(2016)
• Page Start: 1167
• Page End: 1202
• Publication Date: 2016-06-02
• Subjects: Penalty function -- exact penalization -- error bounds -- calmness -- perturbation function -- Palais–Smale condition; 65K05 -- 90C30; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2015.1122005
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract : In this article, we develop a theory of exact linear penalty functions that generalizes and unifies most of the results on exact penalization existing in the literature. We discuss several approaches to the study of both locally and globally exact linear penalty functions, and obtain various necessary and sufficient conditions for the exactness of a linear penalty function. We pay more attention than usual to necessary conditions, which allows us to deeply understand the exact penalty technique.