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Power penalty multiplier limit (yi​=−cip−1​/μ,∣ci​∣=(μ∣yi​∣)1/(p−1))

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Penalty method Power penalty
2026-10-31  0 By others on same topic  0 Discussions Create my own version
At a stationary point of the power penalty, define the displayed multiplier estimates. Its stationarity equation becomes ∇f−DcTy=0. If μ↓0 and these multipliers are bounded, then each ci​→0. Along any convergent primal subsequence, a further multiplier subsequence converges and yields equality-constrained first-order KKT conditions at the limit. This is a statement about finite cluster points: bounded multipliers alone do not prove convergence or boundedness of the primal iterates.

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  • Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford / 2007 / B / 6 / iv / Solution

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