Exact Penalty in Constrained Optimization and the Mordukhovich Basic Subdifferential
In this chapter, we use the penalty approach to study two constrained minimization problems in infinite-dimensional Asplund spaces. A penalty function is said to have the exact penalty property if there is a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. We use the notion of the Mordukhovich basic subdifferential and show that the exact penalty property is stable under perturbations of objective functions.
KeywordsPenalty Function SIAM Journal Exact Penalty Exact Penalty Function Constrain Minimization Problem
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