Modified Courant-Beltrami penalty function and a duality gap for invex optimization problem
In this paper, we modified a Courant-Beltrami penalty function method for constrained optimization problem to study a duality for convex nonlinear mathematical programming problems. Karush-Kuhn-Tucker (KKT) optimality conditions for the penalized problem has been used to derived KKT multiplier based...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
EDP Sciences
2019-01-01
|
Series: | International Journal for Simulation and Multidisciplinary Design Optimization |
Subjects: | |
Online Access: | https://www.ijsmdo.org/articles/smdo/full_html/2019/01/smdo180016/smdo180016.html |