scholarly journals An exact penalty-function approach to proactive fault-tolerant economic MPC

2016 ◽  
Author(s):  
Brage Rugstad Knudsen ◽  
Jon H. Brusevold ◽  
Bjarne Foss
Keyword(s):  
Penalty Function ◽  
Fault Tolerant ◽  
Exact Penalty Function ◽  
Function Approach ◽  
Exact Penalty ◽  
Penalty Function Approach

scholarly journals A new auxiliary function approach for inequality constrained global optimization problems

2019 ◽  
Vol 9 (3) ◽  
pp. 31-38
Author(s):  
Nurullah Yilmaz ◽  
Ahmet Sahiner
Keyword(s):  
Global Optimization ◽  
Penalty Function ◽  
Optimization Problems ◽  
Auxiliary Function ◽  
Exact Penalty Function ◽  
Function Approach ◽  
Exact Penalty ◽  
Constrained Global Optimization ◽  
Constrained Optimization Problems ◽  
Smooth Exact Penalty Function

In this study, we deal with the nonlinear constrained global optimization problems. First, we introduce a new smooth exact penalty function for constrained optimization problems. We combine the exact penalty function with the auxiliary function in regard to constrained global optimization. We present a new auxiliary function approach and the adapted algorithm for solving  non-linear inequality constrained global optimization problems. Finally, we illustrate the efficiency of the algorithm on some numerical examples.

scholarly journals An exact penalty function approach for solving the linear bilevel multiobjective programming problem

Filomat ◽  
2015 ◽  
Vol 29 (4) ◽  
pp. 773-779
Author(s):  
Yibing Lv
Keyword(s):  
Programming Problem ◽  
Penalty Function ◽  
Multiobjective Programming ◽  
Function Approach ◽  
Exact Penalty ◽  
Level Problem ◽  
Multiobjective Programming Problem ◽  
Upper Level ◽  
Linear Multiobjective Programming ◽  
Penalty Function Approach

In this paper, a new penalty function approach is proposed for the linear bilevel multiobjective programming problem. Using the optimality conditions of the lower level problem, we transform the linear bilevel multiobjective programming problem into the corresponding linear multiobjective programming problem with complementary constraint. The complementary constraint is appended to the upper level objectives with a penalty. Then, we give via an exact penalty method an existence theorem of Pareto optimal solutions and propose an algorithm for the linear bilevel multiobjective programming problem. Numerical results showing viability of the penalty function approach are presented.

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