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On smoothing exact penalty functions for nonlinear constrained optimization problems

Authors :
Bingzhuang Liu
Source :
Journal of Applied Mathematics and Computing. 30:259-270
Publication Year :
2008
Publisher :
Springer Science and Business Media LLC, 2008.

Abstract

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.

Details

ISSN :
18652085 and 15985865
Volume :
30
Database :
OpenAIRE
Journal :
Journal of Applied Mathematics and Computing
Accession number :
edsair.doi...........6ff1e5a6a76c5cebb4016162af7a4c77