On smoothing exact penalty functions for nonlinear constrained optimization problems

被引：13
作者：
Liu B. [1 ,2 ]
机构：
[1] Department of Mathematics, Shanghai University
[2] School of Sciences, Shandong University of Technology
来源：
Journal of Applied Mathematics and Computing | 2009年 / 30卷 / 1-2期
基金：
中国国家自然科学基金;
关键词：
Constrained optimization; Exact penalty function; Optimal solution; Smoothing method;
D O I：
10.1007/s12190-008-0171-z
中图分类号：
学科分类号：
摘要：
In the paper, we give a smoothing approximation to the nondifferentiable exact penalty function for nonlinear constrained optimization problems. Error estimations are obtained among the optimal objective function values of the smoothed penalty problems, of the nonsmooth penalty problem and of the original problem. An algorithm based on our smoothing function is given, which is showed to be globally convergent under some mild conditions. © 2008 Korean Society for Computational and Applied Mathematics.
引用
收藏
页码：259 / 270
页数：11
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