Decreasing functions with applications to penalization

作     者：Rubinov, AM Glover, BM Yang, XQ 

作者机构：Univ Ballarat Sch Informat Technol & Math Sci Ballarat Vic 3353 Australia Curtin Univ Technol Dept Math Perth WA 6845 Australia Univ Western Australia Dept Math Nedlands WA 6907 Australia 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：1999年第10卷第1期

页      面：289-313页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：decreasing functions IPH functions multiplicative inf-convolution modified penalty functions exact penalization 

摘      要：The theory of increasing positively homogeneous functions defined on the positive orthant is applied to the class of decreasing functions. A multiplicative version of the inf-convolution operation is studied for decreasing functions. Modified penalty functions for some constrained optimization problems are introduced that are in general nonlinear with respect to the objective function of the original problem. As the perturbation function of a constrained optimization problem is decreasing, the theory of decreasing functions is subsequently applied to the study of modified penalty functions, the zero duality gap property, and the exact penalization.