The Exact <em>l</em><sub>1</sub> Penalty Function Method for Constrained Nonsmooth Invex Optimization Problems - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2013

The Exact l1 Penalty Function Method for Constrained Nonsmooth Invex Optimization Problems

Abstract

The exactness of the penalization for the exact l1 penalty function method used for solving nonsmooth constrained optimization problems with both inequality and equality constraints is considered. Thus, the equivalence between the sets of optimal solutions in the nonsmooth constrained optimization problem and its associated penalized optimization problem with the exact l1 penalty function is established under locally Lipschitz invexity assumptions imposed on the involved functions.
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hal-01347568 , version 1 (21-07-2016)

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Tadeusz Antczak. The Exact l1 Penalty Function Method for Constrained Nonsmooth Invex Optimization Problems. 25th System Modeling and Optimization (CSMO), Sep 2011, Berlin, Germany. pp.461-470, ⟨10.1007/978-3-642-36062-6_46⟩. ⟨hal-01347568⟩
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