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447

NONLINEAR SEPARATION FOR CONSTRAINED MULTIOBJECTIVE OPTIMIZATION PROBLEMS AND APPLICATIONS TO PENALTY

FUNCTIONS

K. Guo* & S.Q. Feng

1College of Mathematics and Information, China West Normal University, Nanchong, Sichuan 637009, China

*E-mail address: [email protected] ABSTRACT

In this paper, we prove a nonlinear separation associated with a constrained multiobjective optimization problem in the image space, as well as the equivalence between the existence of nonlinear separation function and a saddle point condition for a generalized Lagrangian function associated with the given problem. As applications, we obtain some equivalent conditions on exact penalty methods for the given problem.

Keywords and Phrases: Image space analysis; Nonlinear separation; Multiobjective optimization; Penalty method.

2000 Mathematics Subject Classification: 90C29.

1. INTRODUCTION

The imgae of a constrained extremum problem was first developed in [7] by Giannessi. In recent years, there has been more and more vector variational inequalities and vector optimization problems are developed by means of the Image Space analysis (ISA)[6, 9, 10, 11, 14, 15]. The ISA is a powerful tool and a unifying scheme for studying constrained optimization problems, this approach can be applied to any kind of problems that can be expressed under the form of the impossibility of a parametric system. Many theoretical aspects results has been obtained by exploiting ISA, such as existence of optimal solutions, duality[1, 12, 17, 19], Lagrangian-type optimality condition[3, 6, 8, 16, 18], penalty methods[2, 4, 5] and so on. The optimality condition of the constrained extremum problem can be expressed under the form of the impossibility of a parametric system, which is reduced to the disjunction of two suitable subsets of the image space.

The purpose of this paper is to extend some results in [13] to constrained multiobjective optimization problem. The paper is organized as follows. In section 2, we recall the main definitions; In section 3, we recall basic properties of the ISA for constrained multiobjective optimization problem and discuss the image problem for constrained multiobjective optimization problem; In section 4, by virtue of the ISA, we characterize the (res,. regular, strongly regular) nonlinear separation and the saddle points of the generalized Lagrangian functions for constrained multiobjective optimization problem, and obtain the relation between the saddle points of the generalized Lagrangian function and the the Pareto efficient solution for the constrained multiobjective optimization problem. Also, we apply the above results to the augmented Lagrangian function; In section 5, we present some equivalent condition associated with exact penalty methods for constrained multiobjective optimization problem.

2. PRELIMINARIES

Let

R

s be the

s

dimensional Euclidean space, where

s

is given positive integer. Denote by

} , 1,

= 0, : ) , , ( :=

{

R

s

:= x x

1

x

s

x

i

is

and

R

s

:= { x := ( x

1

,  , x

s

)

: x

i

> 0, i = 1,  , s }

. For

) R , , (

:= x

1

x

l l

x

, A nonempty subset

P  R

s is said to be a cone if

tPP

for all

t  0

. A cone

P  R

l is said to be a convex cone if

PPP

. A cone

P  R

s is said to be a pointed cone if

{0}

= ) ( P

P  

. The closure of

P

is denoted by

cl P

.

 , 

denotes the inner product,while

} 0,

, : {

*

=

P x x

y R y

P

s

    

is the positive polar cone of a convex cone

P  R

s.

This work was supported by the Natural Science Foundation of China (60804065), the Key Project of Chinese Ministry of Education (211163), Sichuan Youth Science and Technology Foundation (2012JQ0032) and Students' Science and Technology Innovation Foundation of China West Normal University (42722050)

(2)

448

Let

P  R

s such that

cl P

is a convex cone. We use the notations

R , ,

,

1 2

1 2 2 1

s

P

y y y P y y

y     

R . ,

,

1 2

1 2 2 1

s

P

y y y P y y

y     

In this paper, we consider the following constrained multiobjective optimization problem:

0}.

) ( : {

=

. .

) (

R {0}

\

l Rm

x g X x K x t s

x f min

  

(1)

where

f : R

n

 R

m,

g : R

n

 R

l and

X

is a nonempty convex subset of

R

n.

If

xK

satisfying

f x f x

m

x K

R

 

 ( )

0, )

( 

\{0} , then

x

is called a Pareto efficient solution of problem (1).

3. ISA FOR CONSTRAINED MULTIOBJECTIVE OPTIMIZATION PROBLEM

In this section, we develop the image space analysis for constrained multiobjective optimization problem (1).

Observe that,

xK

solves problem (1), if and only if the system (in the unknown

x

):

 

 

. 0, ) (

0, )

( ) (

R

{0}

R \

X x

x g

x f x f

l

m

(1)

is impossible.

Let

xK

. Define the mapping

A

x

: X  R

m

 R

l by

. )),

( ), ( ) ( (

= )

( x f x f x g x x X

A

x

  

(2)

We can associate problem (1) with the following sets:

), (

= } ),

(

= ), ( ) (

= R : ) R

, {(

= u v

m l

u f x f x v g x x X A

x

X

x

   

R . {0}

R \

= 0}

0, R :

) R , {(

=

R \{0} R

l m

l m

l

m

u v

v

u

 

The set

x is the image associated with problem (1) at

xK

, we call

R

m

 R

l image space.

It is easy to see that the system (1) is impossible if and only if

.

= 

 

x (3)

Consequently,

xK

solves (1) if and only if (3) is true.

In general,to prove directly whther or not (3) holds is too difficult. This is because the image set is not convex even when the functions involved enjoy some convexity properties. To overcome this difficulty, we introduce a regularization of the image

x with respect to the cone

cl

, denoted by,

R . ) R

(

=

} ),

( ),

( ) ( R :

) R , {(

=

=

R R

l m x

l m

l m x

x

X A

X x x g v x f x f u v

u cl

 

which is called the extended image associated with problem (1) at

xK

. Proposition 3.1

xK

is a Pareto efficient solution of problem (1) if and only if

,

= 

 

x (4)

or equivalently,

(3)

449

,

= 

u

x

(5)

where

{0}.

{0}

R \

= 0}

= 0, R :

) R , {(

=   

R \{0}

m m

l m

u

u v u v

Proof. It is clear that

xK

is a Pareto efficient solution of problem (1) if and only if (3) holds. We show (3) and (4) are equivalent firstly.

It suffices to show (4) implies (3), since

x

 

x. To prove the reverse implication, ab absurdo, suppose that (4) does not hold. Then there exists

( u ) , v  

x

 

, i.e.,

x ~  X

such that

~ ), (

~ ), ( )

(

R

R

f x f x v g x

u

m l

 

and

0.

0,

R

{0}

Rm\

v

l

u

Observe that

R

m

 R

m

\ {0}  R

m

\ {0}

. It follows that

0 ( ) ( ~ ), 0 ( ~ )

{0} R

Rm\

f x f x

l

g x

 

, which leads

to a contradiction, since

x

  = 

. Now, we prove (4) and (5) are equivalent.

Obviously, (4) implies (5), since

u

 

. Suppose to the contrary that (4) does not hold, i.e.,

 ( u ) ˆ , v ˆ  

x

 

. Since

, ˆ )

(0,

=

= ) (

=       

x

cl

x

clcl

x

cl

x

vcl

it follows that

( u ˆ , v ˆ )  (0, v ˆ ) = ( u ˆ ,0)  

x . Again since

( u ˆ ,0)  

u , this leads a contradiction with

u

=

x

.

Consider the following image problem for problem (1):

R . , ) , (

{0}

R \

l x

m

v v

u

u max

 

(6)

If

( u , v )  

x

, v  R

l satisfying

, ( , ) , R

{0}

R \

l x

m

u u v v

u

   

, then

u

is called a Pareto efficient

solution of (6).

Based on the extended image, we consider an equivlent image problem for problem (1):

0.

= , ) , (

{0}

R \

v v

u

u max

x m

(7)

If

( u , v )  

x

, v = 0

satisfying \{0}

, ( , ) , = 0

R

u u v v

u

m

  

x

, then

u

is called a Pareto efficient solution

of (7).

Proposition 3.2 Let

xK

and

v = g ( x )

. Then

xK

is a Pareto efficient solution of problem (1) if and only if

(i)

(0, v )

is a Pareto efficient solution of (6);

or equivalently,

(ii)

(0,0)

is a Pareto efficient solution of (7).

Proof. We first prove (1) and (i) are equivalent.

Suppose that

xK

is a Pareto efficient solution of problem (1). Then

xX

and

v = g ( x )  R

l. We have

x

x

g x f x f

v ) = ( ( )  ( ), ( ))  

(0,

, i.e.,

(0, v )

is a feasible solution of (6). Since

x

  = 

, it follows that

(0, v )

is a Pareto efficient solution of (6). Vice versa, if

(0, v )

is a Pareto efficient solution of (6), then

X

x

and

v = g ( x )  R

l, i.e.,

x

  = 

. Thus

xK

is a Pareto efficient solution of problem (1).

(4)

450 Now,we prove (1) and (ii) are equivalent.

Suppose that

xK

is a Pareto efficient solution of problem (1). Then we have

x

 

u

= 

from proposition 3.1. Since

xK

, one has

xX , v = g ( x )  R

l, it follows that

(0, v ) = ( f ( x )  f ( x ), g ( x ))  

x. Notice that

(0, v )  cl

. Then

(0, v )  (0, v ) = (0,0)  

x

cl  = 

x, i.e.,

(0,0)

is a feasible solution of (7). Suppose

(0,0)

is not a Pareto efficient of (6). Then

yX

such that

( ) 0

y

Rl

g

,

) ( ) (

0 

Rm\{0}

f xf y

. It follows that

0 ( ) ( ) ( ) ( )

{0} R

Rm\

f xf y

m

f xf y

. Let

u = f ( x )  f ( y )

,

this leads a contradiction, since

( u ,0)  

x

 

u . Vice versa, if

(0,0)

is a Pareto efficient of (8), then

) R (

=

, v g x

l

X

x  

, i.e.,

x

 

u

= 

. It follows that

xK

is a Pareto efficient solution of problem (1).

Proposition 3.3 Let

xK

. If there exists

x ~  K

such that

f x

m

f xxK

( ),

~ )

(

R , then

0}

=

~ ), ( ) ( 0

: ) , {(

= u v

R

u

R

f x f x v

cl

u m m

x

   

.

Proof. If there exists

~ xK

such that

f x

m

f xxK

( ),

~ )

(

R , then

. 0, ) (

~ ), ( ) ( )

( )

( x f x

R

f x f x g x

R

x X

f  

m

 

l

(8)

Consequently,

( ) ( ~ ), ( , ) , R

R

l x

m

f x f x u v v

u

   

 

. We declare that

R . , ) , (

~ ), ( )

R

(

l x

m

f x f x u v v

u

   

 

(9)

In fact, if

( u , v )  

x

, v  R

l, then there exists

y ˆ  X

such that

( ) ( ˆ ), 0 ( ˆ )

R R

R

f x f y v g y

u

m l l

  

.

It follows that

y ˆ  K

, and from (8), we have

~ ), ( ) ( ˆ )

( )

(

R

R

f x f y f x f x

u

m

 

m

which implies that (9) holds. Since

= {( , ) R R : 0, = 0}

R

v

u v

u

cl

u m l m

, from (9) we can obtain

0}

=

~ ), ( ) ( 0

: ) , {(

= u v

R

u

R

f x f x v

cl

u m m

x

   

.

4. NONLINEAR SEPARATION AND SADDLE POINTS FOR CONSTRAINED MULTIOBJECTIVE OPTIMIZATION PROBLEM

In order to prove (3), we will show

x and  lie in two disjoint level sets of a suitable nonlinear separation function by ISA. Let us introduce the class of functions

 : R

m

 R

l

 ( R

m

  )  R

1, defined by:

, R ,

),

; ( ,

= ) ,

; ,

(             

u v u v

m (1)

where

 : R

l

   R

1,

is a given parameter set.

Definition 4.1 Given a parameter set

. We say that

x and  are nonlinearly separable if and only if there exist

  R

m

,   

and

 ( u , v ;  ,  ) =   , u    ( v ;  )  0

, such that:

, ) , ( 0, )

; ( ,

= ) ,

; ,

( u v     u    v    u v  

(2)

. ) , ( 0, )

; ( ,

= ) ,

; ,

( u v     u    v    u v  

x

(3)

Moreover, if

  R

m

\ {0}

, then the separation is regular; if

  R

m, the separation is strongly regular.

(5)

451

Lemma 4.1 Suppose there exist

  R

m

,   

such that (2). Then

  R

m and

 ( v ;  )  0,  v  R

l.

Proof. Ab absurdo, if

 = ( 

1

, 

2

,  , 

m

)

 R

m, then there exists

i  {1,2,  , m }

such that

i

< 0

. Let

0}

<

: {

0

= i

i

I

and

v  R

l be fixed, and

{ u

k

}  R

m be a sequence of points. Denote by

( u )

k i the

i

th

component of

u

k,

 



0 0

I ifi 0,

I ifi

= , )

( k

u

k i

then

0

{0}

R m\

u

k

.

u

k

  

, if

k  

. It follows that

{( u

k

, v )}  

and







( , ; , ) = lim [ , ( ; )] =

lim

k

u

k

v  

k

u

k

v

, a contradiction from (2). Therefore

  R

m . Now, we prove

 ( v ;  )  0,  v  R

l. Let

v  R

l be fixed, and

{ u

k

}  R

m be a sequence of points such that

.

± µ 0,

{0}

0,

R \

  

u k

u

k m

k

Then,

{( u

k

, v )}  

and

 ( v ;  ) = lim

k

 ( u

k

, v ;  ,  )  0

.

In view of Lemma 4.1, we can restrict our analysis to the class of functions

 ( u , v ;  ,  )

such that

 R

m

,

and

 ( v ;  )  0,  v  R

l. This class of functions will be called separation functions. It is clear that when

 = 0

, the existence of a nonlinear separation can not guarantee the

x

  = 

. However, if

R

m

 

, i.e., the separation is strongly regular, strict inequality holds in (2), then (3) holds. Consequently, the following proposition is clear.

Proposition 4.1 Suppose

xK

. If

x and  are strongly regular nonlinearly separable, then

xK

is a

Pareto efficient solution of problem (1).

Proof. Suppose

xK

. If

x and  are nonlinearly separable, then there exist

  R

m

,   

such that (2) and (3) hold. Since this separation is strongly regular, then

  R

m, i.e., the strict inequality holds in (2). Therefore,

  =

x , i.e.,

xK

is a Pareto efficient solution of (1).

In the following, without loss of generality, we assume

  R

m, denoted the strongly regular separation functions by:

).

; ( ,

= ) ,

; ,

(     

u vu   v

(4)

Theorem 4.1 Let

xK

. Consider the class of strongly regular separation functions (4) that fulfill the following assumptions:

R , ,

= )

;

inf ( v v

l

    

(5)

R . 0,

= )

;

inf ( v v

l

   

(6)

Then,

. , sup

= )]

; ( ,

inf [ sup

R ) , ) (

, (

u v

u

v l v x x u

v u

(7)

Proof. Since (5) and (6) hold, for every fixed

u  R

m, we have

 



 

, , ifv R .

R , ifv

= , )]

; ( ,

inf [

l

l

v u

u   

(8)

(6)

452

Notice that

( u , v ) = ( f ( x )  f ( x ), g ( x )) = (0, g ( x ))  K

x and

v  R

l , since

xK

. Taking the supremum in (8) leads to (7).

Remark 4.1 When the separation function

 (  ,  ;  ,  )

is linear, i.e.,

 ( v ;  ) =   , v  ,   ( R

l

)

*

= R

l, (2) and (3) are obvious.

Now, we consider the generalized Lagrangian function associated with problem (1), defined by

).

);

( ( ) ( ,

= ) ,

;

(     

xf x   g x

L

(9)

For a given separation function

 ( u , v ;  ,  ) =   , u    ( v ;  )

, we shall present the equivalence between a nonlinear separation for problem (1) and the existence of saddle points of the generalized Lagrangian function (9).

Obviously, when

 ( v ;  ) =   , v

and

= m = 1

, (9) collapses to the standard Lagrangian function.

Theorem 4.2 Suppose that (5) and (6) hold. Then the sets

x and

are nonlinearly separable and

xK

, if and only if there exists

(  ,  )  R

m

 

such that

( x ,  )

is a saddle point for

L

( x ;  ,  )

on

X  

. i.e.,

. )

, ( ), ,

; ( ) ,

; ( ) ,

;

( x   

x   

x    x   X  

 

Proof. Sufficiency. Suppose there exists

(  ,  )  R

m

 

such that

( x ,  )

is a saddle point for

L

( x ;  ,  )

on

X

, i.e.,

. )

, ( ), );

( ( ) ( , ) );

( ( ) ( , ) );

( ( ) (

,              

  f xg x   f xg x   f xg xxX

(10)

Let

v = g ( x )

. From above we have

. ,

) , ( ),

; ( ,

) , ( )

;

(                 

v v u v u v

x (11)

We now prove

xK

. It suffices to show

v  R

l. Ab absudo, suppose

v  R

l. Then by (5), it follows that



( , ) =

inf

v

. This contradicts the first inequality in (11). Thus

v  R

l. Again from the first inequality in (11) and (6), it follows that

).

, ( ) , inf (

=

0    

vv

(12)

Since

v  R

l, one has

 ( v ,  )  0

. This associated with (12) implies:

0.

= ) , ( 

v

(13)

Therefore, from above and the second inequality in (11) it follows that

. ) , ( ), ,

; , (

= )

; ( ,

0    u    v   u v    u v  

x (14)

It is clear that

 ( u , v ;  ,  )  0,  ( u , v )  

, which yields

x and  are nonlinearly separable.

Necessity. Suppose

xK

and

x and  are nonlinearly separable. Let

( u , v ) = (0, g ( x ))

be the image of the points

x

through the mapping

A

x, associated with (14). We can obtain

 ( v ,  )  0

. Since

v  R

l and from (6), it follows that

 ( v ,  )  0

, i.e., (13) holds. Again from (6), one has

(v ,  )  0,    

, i.e., (11) holds. Consequently, (10) is true.

Remark 4.2 Similarly, we can prove the following results. Suppose that (5) and (6) hold. Then the sets

x and

 are regular (res., strongly regular) nonlinearly separable and

xK

, if and only if there exists

 R

\ {0}

) ,

(  

m (res.,

(  ,  )  R

m

 

) such that

( x ,  )

is a saddle point for

( x ;  ,  )

on

X  

.

Specially, when the separation function is strongly regular, from proposition 4.1, it follows that the existence of Pareto efficient solution of problem (1) can be obtained by the saddle point condition of the generalized Lagrangian function.

It is well known the generalized Lagrangian function contains many special Lagrange-type function as its special case,

(7)

453

such as the classic Lagrangian function, the exponential-type Lagrangian function and the augmented Lagrangian function and so on. Next, we will introduce an example associated with generalized Lagrangian function, which is called the augmented Lagrangian function

 ˆ : X  R

m

 R

l

 R

, defined by:

)], ( ,

inf [ )

( ,

= ) ,

; ˆ (

IR 0 ) (

z c z x

f x

z l x g

      

(15)

where

c > 0

is a real number and

 : R

l

 R

is a function satisfying

0.

= (0) {0},

= )

R

 ( z

min arg

z l

Actually, to show the augmented Lagrangian function (15) is a special case of the generalized Lagrangian function (9), we only should assume

 = R

l and

)], ( ,

[ sup

= )

; (

R

z c z v

lv z

   

(16)

where

c

and

are the same as in (15). Then (9) reduces to

)].

( ,

sup [ )

( ,

= ) );

( ( ) ( ,

= ) ,

; (

) R (

z c z x

f x

g x

f x

x l g z

         

Letting

 = 

, allows (15).

If we consider the augmented Lagrangian function (15), then (5) and (6) always hold.

Lemma 4.2 Suppose

 = R

l

,  ( v ;  )

is defined by (16). Then (5) and (6) are true.

Proof. Since

  , z   c  ( z )    , z  ,  ( z ,  )  R

l

  .

, it follows that

R . ) , ( , sup , )]

( ,

sup [

= )

; (

R R

l lv

z lv

z

v z z

c z

v     

If

  R

l, then

, R ,

= , sup

R

l lv

z

v v

z     

 

and it follows that

R , ,

= inf ,

)

; inf (

R

l l

v v

v

        

which proves (5). If

v  R

l, then

(v ;  )  0,    

, and so

0.

)

;

inf ( 

 

v

Again since

 ( v ;  )    , v  ,  ( v ,  )  R

l

 R

l, we have

inf

Rl

  , v  = 0

,

v  R

l. As a consequence,

0, )

; inf ( )

; inf (

R

   

v

v

l

which implies (6) is true.

The following is an immediate consequence of Theorem 4.2 and Lemma 4.2.

Corollary 4.1 Suppose

 = R

l and the separation function is

 ( u , v ;  ,  ) =   , u    ( v ,  )

, where

) , ( 

v

is defined by (16). Then, the sets

x and  are nonlinearly separable and

xK

if and only if there exists

(  ,  )  R

m

 

such that

( x ,  )

is a saddle point for the augmented Lagrangian

 ˆ ( x ;  ,  )

on

X  

.

5. SEPARATION AND PENALTY METHODS

In order to prove (3), we introduce the strongly regular separation function to obtain saddle point condition. We always assume

  R

m. Consider the following extremum problem:

, . . )]

; ( ) ( ,

[ f x x s t x K

min       

(1)

(8)

454

where

 : R

n

   R

,

is a parameter set.

  , f ( x )    ( x ;  )

is called a penalty function for Problem (1).

If there exists

  

such that a solution of (1), say

x

, is a Pareto efficient solution of problem (1), then we say that

  , f ( x )    ( x ;  )

is an exact penalty function for problem (1) at

x

.

Proposition 5.1 Suppose that

xK

and 5 and (6) hold. If

0, ) ,

; , ( inf sup

) , (

  

u v

v x

u K

(2) then

x

is a Pareto efficient solution of problem (1).

Proof. Notice that

x

is a Pareto efficient solution of problem (1) is equivalent to

x

  = 

. Ab absudo, suppose there exists

( u ~ , v ~ )  

x

 

. Since

xK

and (5) and (6) hold, we have

, 0,

~ >

, )

~ ;

~ ( , ) ,

; , sup (

) , (

u v    uv   u

v x

u K

Thus it follows that

0,

~ >

, ) ,

; , ( inf sup

) , (

u v u

v x u

K

a contradiction with (2).

The following statements are related with the existence of an exact penalty function at

xK

.

Denote by

 ( x , B ) = inf { P xb P

2

: bB }

the distance from a point

x  R

l to a set

B  R

l. Consider the function

: X  R

\ {0}  R

, defined by:

R ).

), ( ( ) ( ,

= )

;

( x    f x    g x

l

(3)

Theorem 5.1 Let

xK

. The following statements are equivalent:

(i)there exists

   = R

\ {0}

such that,

, ) , ( 0, ) ,

; ,

( u v     u v  K

x

where

 ( u , v ;  ,  ) =   , u    ( v ;  ) =   , u    ( v , R

l

),   

,

(ii)

L

( x ;  )

defined by (3) is an exact penalty function for problem (1) at

x

,

(iii)there exists

   = R

\ {0}

such that

. R ),

), ( ( ) ( ) (

, f xf x   g x

l

xX

   

Proof. We first show (i) implies (ii). From (i), it follows that

 ( v ;  ) =   ( v , R

l

)

. Since (5), (6) and (2) is true, we can obtain

x

is a Pareto efficient solution of problem (1) from the Proposition 5.1. Since

v

x

u v

u , ; , )  0,  ( , )  K

(  

, it is easy to know

x

is a solution of (1). Again from the difinition of exact penalty function at

x

, we obtain (ii) holds.

Now, we show (ii) implies (iii). Since

( x ;  )

is an exact penalty function for problem(1) at

x

, there

exists

  R

\ {0}

such that

. R ),

), ( ( ) ( , R )

), ( ( ) (

, f x   g x

l

  f x   g x

l

xX

   

  

Again since

x

is a Pareto efficient solution of problem (1), we have

g ( x )  R

l, it follows that

. R ),

), ( ( ) ( ) (

, f xf x   g x

l

xX

   

(iii)

(i) is obvious.

(9)

455 6. REFERENCES

[1] Burachik R.S., Iusem A.N. and Melo J.G., Duality and Exact Penalization for General Augmented Lagrangians, J. Optim. Theory Appl.,2010, 147: 125--140.

[2] Burke J.V., An Exact Penalization Viewpoint of Constrained Optimization, SIAM J.Control Optim., 1991, 29:

968-998.

[3] Dien P.H., Mastroeni G., Pappalardo M. and Quang P.H., Regularity Conditions for Constrained Extremum Ploblems via Image Space, J. Optim. Theory Appl., 1994, 80: 19--37.

[4] Di Pillo G., Grippo L., Exact Penalty Functions in Constrained Optimization, SIAM J.Control Optim., 1989, 27: 1333-1360.

[5] Fletcher R., Practical Methods of Optimization, John Wiley Sons, New York, 1987.

[6] Giannessi F., Constrained Optimization and Image Space Analysis. Vol. I. Separation of sets and optimality conditions, Springer, New York, 2005.

[7] Giannessi F., Semidifferentiable Functions and Necessary Optimality Condition, J. Optim. Theory Appl.,1989, 60: 191--241.

[8] Giannessi F., Theorems of the Alternative and Optimality Condition, J. Optim. Theory Appl.,1984, 42:

331--365.

[9] Giannessi F., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic, Dordrecht, Boston, London, 2000.

[10] Li J., Huang N J., Image Space Analysis for Variational Inequalities with Cone Constraints and Applications to Traffic Equilibria, Science China Mathematics, 2012, 55: 851--868.

[11] Li J., Huang N J., Image Space Analysis for Vector Variational Inequalities with Matrix Inequality Constraints and Applications, J. Optim. Theory Appl., 2010, 145: 459--477.

[12] Luo H.Z., Mastroeni G. and Wu X.L., A Separation Approach for Augmented Lagrangians in Constrained Nonconvex optimization, J. Optim. Theory Appl., 2010, 144: 275--290.

[13] Mastroeni G., Nonlinear Separation in the Image Space with Applications to Penalty Methods, Applicable Analy, 2011, doi:10.1080/00036811.2011.614603.

[14] Mastroeni G., Pellegrini L., On the Image Space Analysis for Vector Variational Inequalities. J. Ind. Manag.

Optim.,2005, 1: 123-132.

[15] Moldovan A., Pellegrini L., On Regularity for Constrained Extremum Problems. Part 2: Necessary Optimality Conditions. J. Optim. Theory Appl.,2009, 142: 165--183.

[16] Pappalardo M., Image Space Approach to Penalty Methods, J. Optim. Theory Appl.,1990, 64: 141--152.

[17] Rockafellar R.T., Wets J.B., Variational Analysis, Springer Verlag, Berlin, 1998.

[18] Tardella F., On the Image of a Constrained Extremum Problem and Some Applications to the Existence of a Minimum, J. Optim. Theory Appl.,1989, 60: 93--104.

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References

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