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Application of the penalty method to nonstationary approximation of an optimization problem

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Abstract

We solve a general optimization problem, where only approximation sequences are known instead of exact values of the goal function and feasible set. Under these conditions we suggest to utilize a penalty function method. We show that its convergence is attained for rather arbitrary means of approximation via suitable coercivity type conditions.

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Authors and Affiliations

  1. Kazan (Volga Region) Federal University, ul. Kremlyovskaya 18, Kazan, 420008, Russia

    I. V. Konnov

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  1. I. V. Konnov
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Correspondence to I. V. Konnov.

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Original Russian Text © I.V. Konnov, 2014, published in Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2014, No. 8, pp. 60–68.

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Konnov, I.V. Application of the penalty method to nonstationary approximation of an optimization problem. Russ Math. 58, 49–55 (2014). https://doi.org/10.3103/S1066369X14080064

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