Laptin Y.P.
Exact penalty functions and convex extension of functions in schemes of decomposition in variables

Using exact penalty functions in schemes of decomposition in variables for nonlinear optimization make it possible to overcome problems related to implicit description of the feasible region of master problem. The paper deals with determining the values of penalty coefficients in such an approach. In the case where the functions of the original problem are not defined on the whole space of variables, the author proposes to use convex extension of functions. © 2016, Springer Science+Business Media New York.

Keywords: convex programming, decomposition methods, exact penalty functions, Convex optimization, Decomposition methods, Exact penalty functions, Feasible regions, Master problems, Non-linear optimization, Penalty coefficient, Nonlinear programming

Cite:
Laptin Y.P. (2016). Exact penalty functions and convex extension of functions in schemes of decomposition in variables. Cybernetics and Systems Analysis, 52 (1), 93-104. doi: https://doi.org/10.1007/s10559-016-9803-8 http://jnas.nbuv.gov.ua/article/UJRN-0000460184 [In Russian].