Abstract
A class of penalty functions for solving convex programming problems with general constraint sets is considered. Convergence theorems for penalty methods are established by utilizing the concept of infimal convergence of a sequence of functions. It is shown that most existing penalty functions are included in our class of penalty functions.
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Communicated by A. V. Fiacco
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Mine, H., Fukushima, M. Penalty function theory for general convex programming problems. J Optim Theory Appl 24, 287–301 (1978). https://doi.org/10.1007/BF00933282
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DOI: https://doi.org/10.1007/BF00933282