Research output: Contribution to journal › Article › peer-review
Exact penalty methods for minimizing of nonsmooth functions on convex sets. / Karelin, V.; Lebedev, D.; Polyakova., L.
In: Applied Mathematical Sciences, Vol. 9, No. 128, 2015, p. 6383-6390.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Exact penalty methods for minimizing of nonsmooth functions on convex sets
AU - Karelin, V.
AU - Lebedev, D.
AU - Polyakova., L.
PY - 2015
Y1 - 2015
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
VL - 9
SP - 6383
EP - 6390
JO - Applied Mathematical Sciences
JF - Applied Mathematical Sciences
SN - 1312-885X
IS - 128
ER -
ID: 4012606