The Exact l₁ Penalty Function Method for Constrained Nonsmooth Invex Optimization Problems

Tadeusz Antczak (1)

1 Łódź University of Technology

The exactness of the penalization for the exact l₁ penalty function method used for solving nonsmooth constrained optimization problems with both inequality and equality constraints is considered. Thus, the equivalence between the sets of optimal solutions in the nonsmooth constrained optimization problem and its associated penalized optimization problem with the exact l₁ penalty function is established under locally Lipschitz invexity assumptions imposed on the involved functions.

Mots clés: exact <em>l</em>₁ penalty function method; absolute value penalty function; penalized optimization problem; locally Lipschitz invex function; Generalized Karush-Kuhn-Tucker optimality conditions

Domaines: Informatique [cs]

Tadeusz Antczak. The Exact l₁ Penalty Function Method for Constrained Nonsmooth Invex Optimization Problems. 25th System Modeling and Optimization (CSMO), Sep 2011, Berlin, Germany. pp.461-470, ⟨10.1007/978-3-642-36062-6_46⟩. ⟨hal-01347568⟩