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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 3, Pages 365–372
(Mi zvmmf163)
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This article is cited in 1 scientific paper (total in 1 paper)
Exact penalties for optimization problems with 2-regular equality constraints
E. R. Avakova, A. V. Arutyunovb, A. F. Izmailovc a Institute of Control Sciences, 65 Profsoyuznaya ul., Moscow, 117806, Russia
b Peoples Friendship University, 6 ul. Miklukho-Maklaya, Moscow, 117198, Russia
c Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie Gory, Moscow, 119992, Russia
Abstract:
A new first-order sufficient condition for penalty exactness that includes neither the standard constraint qualification requirement nor the second-order sufficient optimality condition is proposed for optimization problems with equality constraints.
Key words:
optimization problem, exact penalty, regularity, 2-regularity.
Received: 07.09.2007
Citation:
E. R. Avakov, A. V. Arutyunov, A. F. Izmailov, “Exact penalties for optimization problems with 2-regular equality constraints”, Zh. Vychisl. Mat. Mat. Fiz., 48:3 (2008), 365–372; Comput. Math. Math. Phys., 48:3 (2008), 346–353
Linking options:
https://www.mathnet.ru/eng/zvmmf163 https://www.mathnet.ru/eng/zvmmf/v48/i3/p365
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