Strictly increasing positively homogeneous functions with application to exact penalization

Rubinov A., Gasimov R.

OPTIMIZATION, cilt.52, sa.1, ss.1-28, 2003 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 52 Sayı: 1
  • Basım Tarihi: 2003
  • Doi Numarası: 10.1080/0233193021000058931
  • Dergi Adı: OPTIMIZATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.1-28
  • Eskişehir Osmangazi Üniversitesi Adresli: Hayır

Özet

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.