Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
Calmness and exact penalization
SIAM Journal on Control and Optimization
Sensitivity and stability analysis for nonlinear programming
Annals of Operations Research
The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
Mathematics of Operations Research
Nonlinear Lagrange Duality Theorems and Penalty Function Methods In Continuous Optimization
Journal of Global Optimization
A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
Mathematics of Operations Research
Unified theory of augmented Lagrangian methods for constrained global optimization
Journal of Global Optimization
Duality for Set-Valued Measures of Risk
SIAM Journal on Financial Mathematics
Journal of Global Optimization
Hi-index | 0.00 |
In this paper, we study a class of penalty methods for a class of constrained scalar set-valued optimization problems. We establish an equivalence relation between the lower semicontinuity at the origin of the optimal value function of the perturbed problem and the convergence of the penalty methods. Some sufficient conditions that guarantee the convergence of the penalty methods are also derived.