Related papers: Penalty approximation for non smooth constraints i…
This paper proposes a volumetric penalty method to simulate the boundary conditions for a non-linear hyperbolic problem. The boundary conditions are assumed to be maximally strictly dissipative on a non-characteristic boundary. This…
This article combines various methods of analysis to draw a comprehensive picture of penalty approximations to the value, hedge ratio, and optimal exercise strategy of American options. While convergence of the penalised solution for…
We consider the P1/P1 or P1b/P1 finite element approximations to the Stokes equations in a bounded smooth domain subject to the slip boundary condition. A penalty method is applied to address the essential boundary condition $u\cdot n = g$…
We present a new penalty term approximating the Ciarlet-Ne\v{c}as condition (global invertibility of deformations) as a soft constraint for hyperelastic materials. For non-simple materials including a suitable higher order term in the…
We analyse and improve the volume-penalty method, a simple and versatile way to model objects in fluid flows. The volume-penalty method is a kind of fictitious-domain method that approximates no-slip boundary conditions with rapid linear…
In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…
In this work, we consider a constrained convex problem with linear inequalities and provide an inexact penalty re-formulation of the problem. The novelty is in the choice of the penalty functions, which are smooth and can induce a non-zero…
Optimization with nonnegative orthogonality constraints has wide applications in machine learning and data sciences. It is NP-hard due to some combinatorial properties of the constraints. We first propose an equivalent optimization…
We study a new penalty reformulation of constrained convex optimization based on the softplus penalty function. We develop novel and tight upper bounds on the objective value gap and the violation of constraints for the solutions to the…
We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…
We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…
The penalization method is used to take account of obstacles in a tokamak, such as the limiter. We study a non linear hyperbolic system modelling the plasma transport in the area close to the wall. A penalization which cuts the transport…
This paper is concerned with a class of optimization problems with the nonnegative orthogonal constraint, in which the objective function is $L$-smooth on an open set containing the Stiefel manifold ${\rm St}(n,r)$. We derive a locally…
We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit…
We analyze a term penalizing surface self-penetration, as a soft constraint for models of hyperelastic materials to approximate the Ciarlet-Ne\v{c}as condition (almost everywhere global invertibility of deformations). For a linear elastic…
In this paper, we study the problem concerning the approximation of a rigid obstacle for flows governed by the stationary Navier-Stokes equations in the two-dimensional case. The idea is to consider a highly viscous fluid in the place of…
This paper presents a novel approach to numerically describe the interactions between rigid bodies, with a special focus on robotic grasping. Some of the more common approaches used to address such issues rely on satisfaction of a set of…
The minimality of the penalization function associated with a convex risk measure is analyzed in this paper. First, in a general static framework, we provide necessary and sufficient conditions for a penalty function defined in a convex and…
A class of exact penalty-type local search methods for optimal control problems with nonsmooth cost functional, nonsmooth (but continuous) dynamics, and nonsmooth state and control constraints is presented, in which the the penalty…
We consider the exact penalization of the incompressibility condition $div(u)=0$ for the velocity field of a Bingham fluid in terms of the $L^1$-norm. This penalization procedure results in a nonsmooth optimization problem for which we…