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Second-Order Analysis of Penalty Function

Author

Listed:
  • X. Q. Yang

    (Hong Kong Polytechnic University)

  • Y. Y. Zhou

    (Hong Kong Polytechnic University
    Soochow University)

Abstract

By exploiting second-order analysis, in particular sufficient and representation conditions, it is shown how to achieve global exact penalty functions for constrained optimization. Some remarks are made on how to continue such an investigation.

Suggested Citation

  • X. Q. Yang & Y. Y. Zhou, 2010. "Second-Order Analysis of Penalty Function," Journal of Optimization Theory and Applications, Springer, vol. 146(2), pages 445-461, August.
    • Handle: RePEc:spr:joptap:v:146:y:2010:i:2:d:10.1007_s10957-010-9666-5
    DOI: 10.1007/s10957-010-9666-5
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    References listed on IDEAS

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    1. Willard I. Zangwill, 1967. "Non-Linear Programming Via Penalty Functions," Management Science, INFORMS, vol. 13(5), pages 344-358, January.
    2. X. X. Huang & X. Q. Yang, 2003. "A Unified Augmented Lagrangian Approach to Duality and Exact Penalization," Mathematics of Operations Research, INFORMS, vol. 28(3), pages 533-552, August.
    3. D.P. Bertsekas & A.E. Ozdaglar, 2002. "Pseudonormality and a Lagrange Multiplier Theory for Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 114(2), pages 287-343, August.
    4. Joseph Frédéric Bonnans & Alexander Ioffe, 1995. "Second-order Sufficiency and Quadratic Growth for Nonisolated Minima," Mathematics of Operations Research, INFORMS, vol. 20(4), pages 801-817, November.
    Full references (including those not matched with items on IDEAS)

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