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http://hdl.handle.net/10397/6099
Title: | Generalized Levitin--Polyak well-posedness in constrained optimization | Authors: | Huang, XX Yang, XQ |
Issue Date: | 2006 | Source: | SIAM journal on optimization, 2006, v. 17, no. 1, p. 243-258 | Abstract: | In this paper, we consider Levitin--Polyak-type well-posedness for a general constrained optimization problem. We introduce generalized Levitin--Polyak well-posedness and strongly generalized Levitin--Polyak well-posedness. Necessary and sufficient conditions for these types of well-posedness are given. Relations among these types of well-posedness are investigated. Finally, we consider convergence of a class of penalty methods and a class of augmented Lagrangian methods under the assumption of strongly generalized Levitin--Polyak well-posedness. | Keywords: | Constrained optimization Generalized minimizing sequence Generalized Levitin--Polyak well-posedness Penalty-type methods |
Publisher: | Society for Industrial and Applied Mathematics | Journal: | SIAM journal on optimization | ISSN: | 1052-6234 | EISSN: | 1095-7189 | DOI: | 10.1137/040614943 | Rights: | © 2006 Society for Industrial and Applied Mathematics |
Appears in Collections: | Journal/Magazine Article |
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