Strictly increasing positively homogeneous functions with application to exact penalization

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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