Some nonlinear Lagrange and penalty functions for problems with a single constraint

J.S. Giri () and A.M. Rubinov† ()
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J.S. Giri: University of Ballarat
A.M. Rubinov†: University of Ballarat

Chapter Chapter 3 in Optimization, 2009, pp 41-54 from Springer

Abstract: Abstract We study connections between generalized Lagrangians and generalized penalty functions, which are formed by increasing positively homogeneous functions. In particular we show that the least exact penalty parameter is equal to the least Lagrange multiplier. We also prove, under some natural assumptions, that the natural generalization of a Lagrangian cannot improve it.

Keywords: Generalized Lagrangians; generalized penalty functions; single constraint; IPR convolutions; IPH functions (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-0-387-98096-6_3

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DOI: 10.1007/978-0-387-98096-6_3

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