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SMOOTHING APPROXIMATION TO l1 EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS
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 Title & Authors
SMOOTHING APPROXIMATION TO l1 EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS
BINH, NGUYEN THANH;
 
 Abstract
In this paper, a new smoothing approximation to the l1 exact penalty function for constrained optimization problems (COP) is presented. It is shown that an optimal solution to the smoothing penalty optimization problem is an approximate optimal solution to the original optimization problem. Based on the smoothing penalty function, an algorithm is presented to solve COP, with its convergence under some conditions proved. Numerical examples illustrate that this algorithm is efficient in solving COP.
 Keywords
Constrained optimization;exact penalty function;smoothing method;approximate optimal solution;
 Language
English
 Cited by
1.
Smoothing of the lower-order exact penalty function for inequality constrained optimization, Journal of Inequalities and Applications, 2016, 2016, 1  crossref(new windwow)
2.
A New Smoothing Nonlinear Penalty Function for Constrained Optimization, Mathematical and Computational Applications, 2017, 22, 2, 31  crossref(new windwow)
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