Exact penalty functions method for mathematical programming problems involving invex functions

Tadeusz Antczak

European Journal of Operational Research, 2009, vol. 198, issue 1, 29-36

Abstract: In this paper, some new results on the exact penalty function method are presented. Simple optimality characterizations are given for the differentiable nonconvex optimization problems with both inequality and equality constraints via exact penalty function method. The equivalence between sets of optimal solutions in the original mathematical programming problem and its associated exact penalized optimization problem is established under suitable invexity assumption. Furthermore, the equivalence between a saddle point in the invex mathematical programming problem and an optimal point in its exact penalized optimization problem is also proved.

Keywords: Exact; penalty; function; method; Absolute; value; penalty; function; Invex; function; with; respect; to; [eta]; Karush-Kuhn-Tucker; optimality; conditions; Penalized; optimization; problem (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:198:y:2009:i:1:p:29-36

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