Article ID Journal Published Year Pages File Type
1143046 Operations Research Letters 2012 6 Pages PDF
Abstract
We characterize a wide class of regular convex functionals that are asymptotically well behaved on a convex set given by (infinite) inequalities, namely, those restricted functions whose stationary sequences (bounded or not) are minimizing ones. After showing the equivalence with the Kuhn-Tucker type stationarity, we prove that the class of such functions remains unchanged when the Kuhn-Tucker system is completely relaxed. This allows us to proceed for enlarging the scope of convergence of certain penalty (exterior as well as interior) methods including a new exterior penalization for infinite inequalities.
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Authors
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