Geodesic
Application of penalty method to nonstationary approximation of optimization problem
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 8 (2014), pp. 60-68

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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. 
@article{IVM_2014_8_a5,
     author = {I. V. Konnov},
     title = {Application of penalty method to nonstationary approximation of optimization problem},
     journal = {Izvesti\^a vys\v{s}ih u\v{c}ebnyh zavedenij. Matematika},
     pages = {60--68},
     publisher = {mathdoc},
     number = {8},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IVM_2014_8_a5/}
}
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I. V. Konnov. Application of penalty method to nonstationary approximation of optimization problem. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 8 (2014), pp. 60-68. http://geodesic.mathdoc.fr/item/IVM_2014_8_a5/