Abstract
A function is said to be on exact auxiliary function (EAP). if the set of global minimizers of this function coincides with the global solution set of initial optimization problem. Sufficient conditions for exact equivalence of constrained minimization problem and minimization of EAP are provided. Paper presents two classes of EAP for a nonlinear programming problem without assumption that the problem has a saddle point of Lagrange function.
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Evtushenko, Y.G., Zhadan, V.G. (1992). Exact Auxiliary Functions in Non-Convex Optimization. In: Oettli, W., Pallaschke, D. (eds) Advances in Optimization. Lecture Notes in Economics and Mathematical Systems, vol 382. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-51682-5_14
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DOI: https://doi.org/10.1007/978-3-642-51682-5_14
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