Please use this identifier to cite or link to this item:
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 |
Files in This Item:
File | Description | Size | Format | |
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Huang_Generalized_Levitin_Polyak.pdf | 179.34 kB | Adobe PDF | View/Open |
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