Absolute Minimizer in Convex Programming by Exponential Penalty
Felipe Álvarez · Journal of convex analysis · 2000
We consider a nonlinear convex program. Under some general hypotheses, we prove that approximate solutions obtained by exponential penalty converge toward a particular solution of the original convex program as the penalty parameter goes to zero. This particular solution is called the absolute minimizer and is characterized as the unique solution of a hierarchical scheme of minimax problems.