IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v116y2003i2d10.1023_a1022503820909.html
   My bibliography  Save this article

Convergence Analysis of a Class of Nonlinear Penalization Methods for Constrained Optimization via First-Order Necessary Optimality Conditions

Author

Listed:
  • X.X. Huang

    (Chongqing Normal University)

  • X.Q. Yang

    (Hong Kong Polytechnic University)

Abstract

We propose a scheme to solve constrained optimization problems by combining a nonlinear penalty method and a descent method. A sequence of nonlinear penalty optimization problems is solved to generate a sequence of stationary points, i.e., each point satisfies a first-order necessary optimality condition of a nonlinear penalty problem. Under some conditions, we show that any limit point of the sequence satisfies the first-order necessary condition of the original constrained optimization problem.

Suggested Citation

  • X.X. Huang & X.Q. Yang, 2003. "Convergence Analysis of a Class of Nonlinear Penalization Methods for Constrained Optimization via First-Order Necessary Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 116(2), pages 311-332, February.
  • Handle: RePEc:spr:joptap:v:116:y:2003:i:2:d:10.1023_a:1022503820909
    DOI: 10.1023/A:1022503820909
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1023/A:1022503820909
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1023/A:1022503820909?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. X. Q. Yang & V. Jeyakumar, 1997. "First and Second-Order Optimality Conditions for Convex Composite Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 95(1), pages 209-224, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Duan Yaqiong & Lian Shujun, 2016. "Smoothing Approximation to the Square-Root Exact Penalty Function," Journal of Systems Science and Information, De Gruyter, vol. 4(1), pages 87-96, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Xi Yin Zheng & Runxin Li, 2014. "Lagrange Multiplier Rules for Weak Approximate Pareto Solutions of Constrained Vector Optimization Problems in Hilbert Spaces," Journal of Optimization Theory and Applications, Springer, vol. 162(2), pages 665-679, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:116:y:2003:i:2:d:10.1023_a:1022503820909. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.