- Title
- Strictly increasing positively homogeneous functions with application to exact penalization
- Creator
- Rubinov, Alex; Gasimov, Rafail
- Date
- 2003
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/60974
- Identifier
- vital:756
- Identifier
-
https://doi.org/10.1080/0233193021000058931
- Identifier
- ISSN:0233-1934
- Abstract
- We study a nonlinear exact penalization for optimization problems with a single constraint. The penalty function is constructed as a convolution of the objective function and the constraint by means of increasing positively homogeneous (IPH) functions. The main results are obtained for penalization by strictly IPH functions. We show that some restrictive assumptions, which have been made in earlier researches on this topic, can be removed. We also compare the least exact penalty parameters for penalization by different convolution functions. These results are based on some properties of strictly IPH functions that are established in the article.; C1
- Publisher
- Taylor & Francis
- Relation
- Optimization Vol. 52, no. 1 (2003), p. 1-28
- Rights
- Copyright Taylor & Francis
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0802 Computation Theory and Mathematics; Equivalence of IPH convolution functions; Exact penalty parameter; IPH functions; Nonlinear penalization; Strictly IPH functions
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