A penalty function method based on smoothing lower order penalty function

作者：Xu, Xinsheng^*; Meng, Zhiqing; Sun, Jianwu; Shen, Rui

来源：Journal of Computational and Applied Mathematics, 2011, 235(14): 4047-4058.

DOI：10.1016/j.cam.2011.02.031

• Constrained optimization
• Penalty function
• Smoothing technique

The paper introduces a smoothing technique for a lower order penalty function for constrained optimization problems (COP). It is proved that the optimal solution to the smoothed penalty optimization problem is a epsilon/2-approximate optimal solution to the original optimization problem under some mild assumptions. Based on the smoothed penalty function, an algorithm for solving COP is proposed and some numerical examples are given.

• 出版日期2011-5-15
• 单位滨州学院; 浙江工业大学