Asymptotic analysis for penalty and barrier methods in convex and linear programming

Convergence and Error Bound for Perturbation of Linear Programs

Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part II

Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs

Computational Optimization and Applications

Some Results about Duality and Exact Penalization

Journal of Global Optimization

Nonlinear Rescaling as Interior Quadratic Prox Method in Convex Optimization

Computational Optimization and Applications

Convergence of a Hybrid Projection-Proximal Point Algorithm Coupled with Approximation Methods in Convex Optimization

Mathematics of Operations Research

Simulated annealing with asymptotic convergence for nonlinear constrained optimization

Journal of Global Optimization

A geometric framework for nonconvex optimization duality using augmented lagrangian functions

Journal of Global Optimization

Primal-dual exterior point method for convex optimization

Optimization Methods & Software

Penalty and Smoothing Methods for Convex Semi-Infinite Programming

Mathematics of Operations Research

A class of nonlinear Lagrangians for nonconvex second order cone programming

Computational Optimization and Applications

Characterizations of the nonemptiness and compactness for solution sets of convex set-valued optimization problems

Journal of Global Optimization