Smoothing of the lower-order exact penalty function for inequality constrained optimization

被引:29
作者
Lian, Shujun [1 ]
Duan, Yaqiong [1 ]
机构
[1] Qufu Normal Univ, Coll Management, Rizhao 276826, Shandong, Peoples R China
来源
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2016年
基金
中国国家自然科学基金;
关键词
inequality constrained optimization; exact penalty function; lower-order penalty function; smoothing method;
D O I
10.1186/s13660-016-1126-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose a method to smooth the general lower-order exact penalty function for inequality constrained optimization. We prove that an approximation global solution of the original problem can be obtained by searching a global solution of the smoothed penalty problem. We develop an algorithm based on the smoothed penalty function. It is shown that the algorithm is convergent under some mild conditions. The efficiency of the algorithm is illustrated with some numerical examples.
引用
收藏
页数:12
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