AN EXACT PENALIZATION VIEWPOINT OF CONSTRAINED OPTIMIZATION

作     者：BURKE, JV 

作者机构：Washington University Seattle 

出 版 物：《SIAM JOURNAL ON CONTROL AND OPTIMIZATION》 (工业与应用数学会控制与最佳化杂志)

年 卷 期：1991年第29卷第4期

页      面：968-998页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0811[工学-控制科学与工程] 0701[理学-数学] 

主　　题：EXACT PENALTY FUNCTIONS CALMNESS CONSTRAINT QUALIFICATION OPTIMALITY CONDITIONS CONVEX PROGRAMMING 

摘      要：In their seminal papers Eremin [Soviet Mathematics Doklady, 8 1966), pp. 459-462] and Zangwill [Management Science, 13 (1967), pp. 344-358] introduce a notion of exact penalization for use in the development of algorithms for constrained optimization. Since that time, exact penalty functions have continued to play a key role in the theory of mathematical programming. In the present paper, this theory is unified by showing how the Eremin-Zangwill exact penalty functions can be used to develop the foundations of the theory of constrained optimization for finite dimensions in an elementary and straightforward way. Regularity conditions, multiplier rules, second-order optimality conditions, and convex programming are all given interpretations relative to the Eremin-Zangwill exact penalty functions. In conclusion, a historical review of those results associated with the existence of an exact penalty parameter is provided.