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math.OC2023
The Exact Projective Penalty Method for Constrained Optimization
Vladimir Norkin
A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original obj…
math.OC2023
On Shor's r-Algorithm for Problems with Constraints
Vladimir Norkin, Anton Kozyriev
Shor's r-algorithm (Shor, Zhurbenko (1971), Shor (1979)) with space stretching in the direction of difference of two adjacent subgradients is a competitive method of nonsmooth opti…