This article is cited in 4 papers

Application of penalty method to nonstationary approximation of optimization problem

I. V. Konnov

Chair of System Analysis and Information Technologies, Kazan (Volga Region) Federal University, 18 Kremlyovskaya str., Kazan, 420008 Russia

Abstract: We solve a general optimization problem, where only approximation sequences are known instead of exact values of the goal function and feasible set. Under these conditions we suggest to utilize a penalty function method. We show that its convergence is attained for rather arbitrary means of approximation via suitable coercivity type conditions.

Keywords: optimization problem, non-stationarity, approximation sequence, penalty method, coercivity conditions.

UDC: 519.852

Received: 21.01.2013

 English version: Russian Mathematics (Izvestiya VUZ. Matematika), 2014, 58:8, 49–55

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