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Smoothed Lower Order Penalty Function for Constrained Optimization Problems.

Authors :
Nguyen Thanh Binh
Source :
IAENG International Journal of Applied Mathematics. 2016, Vol. 46 Issue 1, p76-81. 6p. 4 Charts.
Publication Year :
2016

Abstract

The paper introduces a smoothing method to the lower order penalty function for constrained optimization problems. It is shown that, under some mild conditions, an optimal solution of the smoothed penalty problem is an approximate optimal solution of the original problem. Based on the smoothed penalty function, an algorithm is presented and its convergence is proved under some mild assumptions. Numerical examples show that the presented algorithm is effective. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
19929978
Volume :
46
Issue :
1
Database :
Academic Search Index
Journal :
IAENG International Journal of Applied Mathematics
Publication Type :
Academic Journal
Accession number :
113480285