A New Smooth Method for the l1 Exact Penalty Function for Inequality Constrained Optimization

2010 ◽  
Author(s):  
Zhijie Wang ◽  
Sanming Liu
Keyword(s):  
Constrained Optimization ◽  
Penalty Function ◽  
Exact Penalty Function ◽  
Exact Penalty ◽  
Inequality Constrained Optimization

scholarly journals Smoothing Approximation to the Square-Order Exact Penalty Functions for Constrained Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Shujun Lian ◽  
Jinli Han
Keyword(s):  
Constrained Optimization ◽  
Penalty Function ◽  
Original Problem ◽  
Optimal Solution ◽  
Penalty Functions ◽  
Exact Penalty Functions ◽  
Exact Penalty ◽  
Inequality Constrained Optimization ◽  
Numerical Examples ◽  
Mild Conditions

A method is proposed to smooth the square-order exact penalty function for inequality constrained optimization. It is shown that, under some conditions, an approximately optimal solution of the original problem can be obtained by searching an approximately optimal solution of the smoothed penalty problem. An algorithm based on the smoothed penalty functions is given. The algorithm is shown to be convergent under mild conditions. Two numerical examples show that the algorithm seems efficient.

Sign in / Sign up

Export Citation Format

Share Document