An Approximate Exact Penalty in Constrained Vector Optimization on Metric Spaces

Abstract

In this paper, we use the penalty approach in order to study a class of constrained vector minimization problems on complete metric spaces. A penalty function is said to have the generalized exact penalty property iff there is a penalty coefficient for which approximate solutions of the unconstrained penalized problem are close enough to approximate solutions of the corresponding constrained problem. For our class of problems, we establish the generalized exact penalty property and obtain an estimation of the exact penalty.