Exact auxiliary functions in optimization problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 1, pp. 43-57
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The concept of an exact auxiliary function such that the problem of minimizing it has the same set of solutions as the original optimization problem. Sufficient conditions are given for the auxiliary functions to be exact and examples of such functions are described. The introduction of exact auxiliary functions makes it possible to reduce the solution of the original problem to single minimization of an auxiliary function. The constrained optimization problem often reduces to unconstrained optimization.
@article{ZVMMF_1990_30_1_a4,
author = {Yu. G. Evtushenko and V. G. Zhadan},
title = {Exact auxiliary functions in optimization problems},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {43--57},
publisher = {mathdoc},
volume = {30},
number = {1},
year = {1990},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_1_a4/}
}
TY - JOUR AU - Yu. G. Evtushenko AU - V. G. Zhadan TI - Exact auxiliary functions in optimization problems JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 1990 SP - 43 EP - 57 VL - 30 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_1_a4/ LA - ru ID - ZVMMF_1990_30_1_a4 ER -
Yu. G. Evtushenko; V. G. Zhadan. Exact auxiliary functions in optimization problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 1, pp. 43-57. http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_1_a4/