Results 151 to 160 of about 13,831 (172)

Exact penalty functions for generalized Nash problems

2006
We propose the use exact penalty functions for the solution of generalized Nash equilibrium problems (GNEPs). We show that by this approach it is possible to reduce the solution of a GNEP to that of a usual Nash problem. This paves the way to the development of numerical methods for the solution of GNEPs.
FACCHINEI, Francisco, PANG J. S. .
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Optimal Control Problems via Exact Penalty Functions

Journal of Global Optimization, 1998
The paper deals with the problem how some constrained optimization problems (like, for instance, control problems) can be reduced to unconstrained ones by the method called exact penalization. This method needs that a suitable function (nonsmooth functional in general) describing the constrained set in the form of equality satisfies some conditions on ...
Vladimir F. Demyanov, Franco Giannessi, V. V. Karelin   +2 more
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Exact penalty functions in isoperimetric problems

Optimization, 2011
It was earlier demonstrated, by the so-called main (or simplest) problem of the Calculus of Variations, that the Theory of Exact Penalties allows one not only to derive fundamental results of the Calculus of Variations but also to construct new direct numerical methods for solving variational problems based on the notions of subgradient and ...
V.F. Demyanov, G.Sh. Tamasyan
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A Dual Differentiable Exact Penalty Function. [PDF]

, 1981
A new penalty function is associated with an inequality constrained nonlinear programming problem via its dual. This penalty function is globally differentiable if the functions defining the original problem are twice globally differentiable. In addition,
O. L. Mangasarian, S. -P. Han
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Exact penalty function algorithm with simple updating of the penalty parameter

Journal of Optimization Theory and Applications, 1991
See the preview in Zbl 0702.90074.
de O. Pantoja, J. F. A., Mayne, D. Q.
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Exact Penalty Functions for Convex Bilevel Programming Problems

Journal of Optimization Theory and Applications, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, G. S., Han, J. Y., Zhang, J. Z.
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Problems Related to Estimating the Coefficients of Exact Penalty Functions

Cybernetics and Systems Analysis, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laptin, Yu. P., Bardadym, T. O.
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New Results on a Continuously Differentiable Exact Penalty Function

SIAM Journal on Optimization, 1992
Summary: The main motivation of this paper is to weaken the conditions that imply the correspondence between the solution of a constrained problem and the unconstrained minimization of a continuously differentiable function. In particular, a new continuously differentiable exact penalty function is proposed for the solution of nonlinear programming ...
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On some estimates of the penalty coefficient in methods of exact penalty functions

USSR Computational Mathematics and Mathematical Physics, 1984
The paper considers the standard differentiable nonlinear programming problem to which the exact penalty function method is applied. Upper and lower estimations of the penalty factor are obtained by means of the Minkowski function of the subdifferential of the constraints. These estimates are derived for several concrete penalty functions.
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Exact penalty—Functions in infinite optimization

1975
For a class of penalty functions including those considered by Zangwill (7), Pietrzykowski (8) and Evans, Gould and Tolle (2) we show the essentialnecessary and sufficient properties for local exactness in an infinite dimensional optimization problem.
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