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Penalization in non-classical convex programming via variational convergence. (English) Zbl 0748.90051

This is a penalty method for approximating constrained optimization problems by unconstrained ones, in the case that more general convex functions are considered which cannot necessarily be extended outside their effective domains by an everywhere finite convex function. The concepts of the perturbed proximal regularization method and variational convergence are described, and applied to the problem, in conjunction with a new penalty method. Extensive computational results are given.

MSC:

90C25 Convex programming
49J45 Methods involving semicontinuity and convergence; relaxation
49M30 Other numerical methods in calculus of variations (MSC2010)
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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