Abstract
We propose a general scheme of reduction of a problem of constrained minimization to a problem of unconstrained minimization for which an increasing function is used in order to construct a penalty function or a modified Lagrange function. The conditions of the equivalence of the initial and the auxiliary problems are given.
This research was supported by the Australian Research Council Grant No. A69701407 and by a University of Ballarat Competitive Research Grant.
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Andramonov, M. (2001). An Approach to Constructing Generalized Penalty Functions. In: Rubinov, A., Glover, B. (eds) Optimization and Related Topics. Applied Optimization, vol 47. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-6099-6_1
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DOI: https://doi.org/10.1007/978-1-4757-6099-6_1
Publisher Name: Springer, Boston, MA
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