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Second-Order Analysis of Penalty Function

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Abstract

By exploiting second-order analysis, in particular sufficient and representation conditions, it is shown how to achieve global exact penalty functions for constrained optimization. Some remarks are made on how to continue such an investigation.

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Authors and Affiliations

  1. Department of Applied Mathematics, Hong Kong Polytechnic University, Kowloon, Hong Kong, China

    X. Q. Yang & Y. Y. Zhou

  2. Department of Mathematics, Soochow University, Suzhou, 215006, Jiangsu, China

    Y. Y. Zhou

Authors
  1. X. Q. Yang
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  2. Y. Y. Zhou
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Corresponding author

Correspondence to X. Q. Yang.

Additional information

Communicated by F. Giannessi.

X.Q. Yang was supported by grants from the Research Grants Council of Hong Kong (PolyU 5334/08E) and the Natural Science Foundation of China (10831009). Y.Y. Zhou was supported by grants from the Natural Science Foundation of China and the Jiangsu Education Committee of China (08KJB110009).

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Yang, X.Q., Zhou, Y.Y. Second-Order Analysis of Penalty Function. J Optim Theory Appl 146, 445–461 (2010). https://doi.org/10.1007/s10957-010-9666-5

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