Generalized Levitin--Polyak Well-Posedness in Constrained Optimization
X. X. Huang, Xiaoqi Yang · SIAM Journal on Optimization · 2006
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.