A Smoothing Penalty Function Algorithm for Two-Cardinality Sparse Constrained Optimization Problems

被引:2
|
作者
Min, Jiang [1 ]
Meng, Zhiqing [1 ]
Zhou, Gengui [1 ]
Shen, Rui [1 ]
机构
[1] Zhejiang Univ Technol, Coll Econ & Management, Hangzhou, Zhejiang, Peoples R China
来源
2018 14TH INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND SECURITY (CIS) | 2018年
基金
中国国家自然科学基金;
关键词
Two-Cardinality sparse constrained optimization problems; smoothing penalty function; algorithm; penalty parameter; SIGNAL RECOVERY;
D O I
10.1109/CIS2018.2018.00018
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, a smoothing penalty function for two-cardinality sparse constrained optimization problems is presented. The paper proves that this type of the smoothing penalty functions has good properties in helping to solve two-cardinality sparse constrained optimization problems. Moreover, based on the penalty function, an algorithm is presented to solve the two-cardinality sparse constrained optimization problems, with its convergence under some conditions proved. A numerical experiment shows that a satisfactory approximate optimal solution can be obtained by the proposed algorithm.
引用
收藏
页码:45 / 49
页数:5
相关论文
共 50 条
  • [1] The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems
    Jiang, Min
    Meng, Zhiqing
    Shen, Rui
    Dang, Chuangyin
    OPTIMIZATION, 2022, 71 (04) : 973 - 998
  • [2] On the smoothing of the norm objective penalty function for two-cardinality sparse constrained optimization problems
    Min, Jiang
    Meng, Zhiqing
    Zhou, Gengui
    Shen, Rui
    NEUROCOMPUTING, 2021, 458 : 559 - 565
  • [3] A Smoothing Objective Penalty Function Algorithm for Inequality Constrained Optimization Problems
    Meng, Zhiqing
    Dang, Chuangyin
    Jiang, Min
    Shen, Rui
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2011, 32 (07) : 806 - 820
  • [4] On Smoothing l1 Exact Penalty Function for Constrained Optimization Problems
    Xu, Xinsheng
    Dang, Chuangyin
    Chan, Felix T. S.
    Wang, Yongli
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2019, 40 (01) : 1 - 18
  • [5] SECOND-ORDER SMOOTHING OBJECTIVE PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS
    Jiang, Min
    Shen, Rui
    Xu, Xinsheng
    Meng, Zhiqing
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2014, 35 (03) : 294 - 309
  • [6] Smoothing nonlinear penalty functions for constrained optimization problems
    Yang, XQ
    Meng, ZQ
    Huang, XX
    Pong, GTY
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2003, 24 (3-4) : 351 - 364
  • [7] Smoothing approach of lower order exact penalty function for nonlinear constrained optimization problems
    Ren, Yufei
    Shang, Youlin
    Zhang, Zhixian
    Jia, Zihao
    OPTIMIZATION AND ENGINEERING, 2025,
  • [8] On Smoothing l1 Exact Penalty Function for Nonlinear Constrained Optimization Problems
    Ren, Yu-Fei
    Shang, You-Lin
    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2024,
  • [9] A SOP Algorithm Based on a Smoothing Lower Order Penalty Function for Inequality Constrained Optimization
    Chen, Yu
    Hu, Qing-Jie
    JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, 2009, 11 (03) : 481 - 491
  • [10] On smoothing exact penalty functions for nonlinear constrained optimization problems
    Liu B.
    Journal of Applied Mathematics and Computing, 2009, 30 (1-2) : 259 - 270