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Variational metric and exponential penalization

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Abstract

Attouch and Wets have introduced recently a variational metric between closed proper convex functions. The aim of this note is to give an estimation of this metric in the case of the exponential penalties. We can therefore recover some convergence results for the exponential penalty method.

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Authors and Affiliations

  1. Ecole Hassania des Travaux Publics, Casablanca, Maroc

    K. Mouallif (Assistant Professor)

  2. Mathématiques Générales, Institut de Mathématique, Liège, Belgique

    P. Tossings (Lecturer)

Authors
  1. K. Mouallif
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  2. P. Tossings
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Additional information

Communicated by A. V. Fiacco

The authors would like to thank the referees for their suggestions.

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Mouallif, K., Tossings, P. Variational metric and exponential penalization. J Optim Theory Appl 67, 185–192 (1990). https://doi.org/10.1007/BF00939743

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  • DOI: https://doi.org/10.1007/BF00939743

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