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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.

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Karelin, V. ; Lebedev, D. ; Polyakova., L. / Exact penalty methods for minimizing of nonsmooth functions on convex sets. In: Applied Mathematical Sciences. 2015 ; Vol. 9, No. 128. pp. 6383-6390.

BibTeX

@article{72e30a8b04ba444487d71f43a0261fff,
title = "Exact penalty methods for minimizing of nonsmooth functions on convex sets",
abstract = "{\textcopyright} 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.",
author = "V. Karelin and D. Lebedev and L. Polyakova.",
year = "2015",
doi = "10.12988/ams.2015.59566",
language = "English",
volume = "9",
pages = "6383--6390",
journal = "Applied Mathematical Sciences",
issn = "1312-885X",
publisher = "Hikari Ltd.",
number = "128",

}

RIS

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