An Approximate Exact Penalty in Constrained Vector Optimization on Metric Spaces

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• 作者：A. J. Zaslavski (1)
  
• 关键词：Approximate solution ; Complete metric space ; Ekeland鈥檚 variational principle ; Minimization problem ; Penalty function
• 刊名：Journal of Optimization Theory and Applications
• 出版年：2014
• 出版时间：August 2014
• 年：2014
• 卷：162
• 期：2
• 页码：649-664
• 全文大小：513 KB
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• 作者单位：A. J. Zaslavski (1)
  
  1. Department of Mathematics, Technion, Haifa, Israel
  
• ISSN：1573-2878

文摘

In this paper, we use the penalty approach in order to study a class of constrained vector minimization problems on complete metric spaces. A penalty function is said to have the generalized exact penalty property iff there is a penalty coefficient for which approximate solutions of the unconstrained penalized problem are close enough to approximate solutions of the corresponding constrained problem. For our class of problems, we establish the generalized exact penalty property and obtain an estimation of the exact penalty.