Sufficient conditions for exact penalty in constrained optimization

Alexander J. Zaslavski · PAMM · 2007

Abstract In this paper we use the penalty approach in order to study constrained minimization problems. A penalty function is said to have the exact penalty property if there is a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. We discuss very simple sufficient conditions for the exact penalty property. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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