Exact penalty method for minimizing of nonsmooth functions on convex sets

V.V. Karelin, D.M. Lebedev, L.N. Polyakova

Research output

Abstract

© 2015 Vladimir V. Karelin, Dmitry M. Lebedev and Lyudmila N. Polyakova.This paper considers a constrained nonsmooth optimization problem in which an objective function is locally Lipschitz and constraint func- tions are convex. With the help of exact penalty functions this problem is transformed into an unconstrained one. A regularity condition under which there exists an exact penalty parameters is introduced. For its implementation it is necessary that functions defining constraints were nonsmooth at every boundary point of this set. It is shown that in some cases it is possible to find an analytic representation of an exact penalty parameter.
Original languageEnglish
Pages (from-to)6383-6390
JournalApplied Mathematical Sciences
Issue number128
DOIs
Publication statusPublished - 2015

Fingerprint

Exact Penalty
Nonsmooth Function
Penalty Method
Exact Method
Convex Sets
Exact Penalty Function
Nonsmooth Optimization
Constrained Optimization
Regularity Conditions
Lipschitz
Objective function
Optimization Problem
Necessary
Constrained optimization

Cite this

Karelin, V.V. ; Lebedev, D.M. ; Polyakova, L.N. / Exact penalty method for minimizing of nonsmooth functions on convex sets. In: Applied Mathematical Sciences. 2015 ; No. 128. pp. 6383-6390.
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Karelin, VV, Lebedev, DM & Polyakova, LN 2015, 'Exact penalty method for minimizing of nonsmooth functions on convex sets', Applied Mathematical Sciences, no. 128, pp. 6383-6390. https://doi.org/10.12988/ams.2015.59566

Exact penalty method for minimizing of nonsmooth functions on convex sets. / Karelin, V.V.; Lebedev, D.M.; Polyakova, L.N.

In: Applied Mathematical Sciences, No. 128, 2015, p. 6383-6390.

Research output

TY - JOUR

T1 - Exact penalty method for minimizing of nonsmooth functions on convex sets

AU - Karelin, V.V.

AU - Lebedev, D.M.

AU - Polyakova, L.N.

PY - 2015

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N2 - © 2015 Vladimir V. Karelin, Dmitry M. Lebedev and Lyudmila N. Polyakova.This paper considers a constrained nonsmooth optimization problem in which an objective function is locally Lipschitz and constraint func- tions are convex. With the help of exact penalty functions this problem is transformed into an unconstrained one. A regularity condition under which there exists an exact penalty parameters is introduced. For its implementation it is necessary that functions defining constraints were nonsmooth at every boundary point of this set. It is shown that in some cases it is possible to find an analytic representation of an exact penalty parameter.

AB - © 2015 Vladimir V. Karelin, Dmitry M. Lebedev and Lyudmila N. Polyakova.This paper considers a constrained nonsmooth optimization problem in which an objective function is locally Lipschitz and constraint func- tions are convex. With the help of exact penalty functions this problem is transformed into an unconstrained one. A regularity condition under which there exists an exact penalty parameters is introduced. For its implementation it is necessary that functions defining constraints were nonsmooth at every boundary point of this set. It is shown that in some cases it is possible to find an analytic representation of an exact penalty parameter.

U2 - 10.12988/ams.2015.59566

DO - 10.12988/ams.2015.59566

M3 - Article

SP - 6383

EP - 6390

JO - Applied Mathematical Sciences

JF - Applied Mathematical Sciences

SN - 1312-885X

IS - 128

ER -

Karelin VV, Lebedev DM, Polyakova LN. Exact penalty method for minimizing of nonsmooth functions on convex sets. Applied Mathematical Sciences. 2015;(128):6383-6390. https://doi.org/10.12988/ams.2015.59566

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