On the use of exact penalty functions to determine step length in optimization algorithms

1980 ◽  
pp. 98-109 ◽  
Author(s):  
David Q. Mayne
Keyword(s):  
Optimization Algorithms ◽  
Step Length ◽  
Penalty Functions ◽  
Exact Penalty Functions ◽  
Exact Penalty ◽  
Determine Step

scholarly journals Smoothing Approximation to the Square-Root Exact Penalty Function

2016 ◽  
Vol 4 (1) ◽  
pp. 87-96
Author(s):  
Yaqiong Duan ◽  
Shujun Lian
Keyword(s):  
Penalty Function ◽  
Original Problem ◽  
Optimal Solution ◽  
Penalty Functions ◽  
Exact Penalty Functions ◽  
Exact Penalty ◽  
Square Root ◽  
Inequality Constrained Optimization ◽  
Numerical Examples ◽  
Mild Conditions

AbstractIn this paper, smoothing approximation to the square-root exact penalty functions is devised for inequality constrained optimization. It is shown that an approximately optimal solution of the smoothed penalty problem is an approximately optimal solution of the original problem. An algorithm based on the new smoothed penalty functions is proposed and shown to be convergent under mild conditions. Three numerical examples show that the algorithm is efficient.

Characterizations for perturbed exact penalty functions

2005 ◽  
Vol 62 (1) ◽  
pp. 101-106 ◽  
Author(s):  
X.Q. Yang ◽  
D. Ralph
Keyword(s):  
Penalty Functions ◽  
Exact Penalty Functions ◽  
Exact Penalty
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