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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 1990 Volume 30, Number 1, Pages 43–57 (Mi zvmmf3321)

This article is cited in 21 papers

Exact auxiliary functions in optimization problems

Yu. G. Evtushenko, V. G. Zhadan

Moscow

Abstract: 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.

UDC: 519.85

MSC: Primary 90C30; Secondary 49M30, 65K05

Received: 27.02.1989


 English version:
USSR Computational Mathematics and Mathematical Physics, 1990, 30:1, 31–42

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