Exactness Property of the Exact Absolute Value Penalty Function Method for Solving Convex Nondifferentiable Interval-Valued Optimization Problems
Tadeusz Antczak · Journal of Optimization Theory and Applications · 2017
In the paper, the classical exact absolute value function method is used for solving a nondifferentiable constrained interval-valued optimization problem with both inequality and equality constraints. The property of exactness of the penalization for the exact absolute value penalty function method is analyzed under assumption that the functions constituting the considered nondifferentiable constrained optimization problem with the interval-valued objective function are convex. The conditions guaranteeing the equivalence of the sets of LU-optimal solutions for the original constrained interval-valued extremum problem and for its associated penalized optimization problem with the interval-valued exact absolute value penalty function are given.