H.A. Le Thi, H.V. Ngai, T. Pham Dinh, Error Bounds Via Exact Penalization with Applications to Concave and Quadratic Systems.

Abstract: In this paper, we deal with the error bounds for inequality systems and the exact penalization for constrained optimization problems. We firstly investigate the relationships between the error bound and the exact penalization. Then we establish the new error bounds for inequality systems of concave functions and of nonconvex quadratic functions over polyhedral convex sets.

 

Keywords: Subdifferential, Exact penalty, Error bound, Concave Quadratic.

 

Citation: Hoai An Le Thi, Huynh Van Ngai, Tao Pham Dinh, Error Bounds Via Exact Penalization with Applications to Concave and Quadratic Systems. Journal of Optimization Theory and Applications, Volume 171, Issue 1, pp. 228-250, October 2016.

 

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