Theorie de la penalisation exacte

J. Frederic Bonnans (1)

1 INRIA Rocquencourt

Since the work of Pschenichnyi and Han concerning their use in the globalization of algorithms, exact penalty functions have in the field of optimization an increasing importance. The purpose of this paper is to review the main results ans to improve some of them. We focus on the normality theory and on weak second-order sufficient consitions

Domaines: Autre [cs.OH]; Optimisation et contrôle [math.OC]

J. Frederic Bonnans. Theorie de la penalisation exacte. [Rapport de recherche] RR-0743, INRIA. 1987. ⟨inria-00075809⟩