An exact lower order penalty function and its smoothing in nonlinear programming

被引:68
作者
Wu, ZY
Bai, FS
Yang, XQ [1 ]
Zhang, LS
机构
[1] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
[2] Chongqing Normal Univ, Dept Math & Comp Sci, Chongqing 400047, Peoples R China
[3] Shanghai Univ, Dept Math, Shanghai 200436, Peoples R China
基金
中国国家自然科学基金;
关键词
nonlinear programming; exact penalization; lower order penalty function; epsilon-smoothing; smooth exact penalty function;
D O I
10.1080/02331930410001662199
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 [运筹学与控制论]; 12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];
摘要
In this article, we consider a lower order penalty function and its epsilon-smoothing for an inequality constrained nonlinear programming problem. It is shown that any strict local minimum satisfying the second-order sufficiency condition for the original problem is a strict local minimum of the lower order penalty function with any positive penalty parameter. By using an epsilon-smoothing approximation to the lower order penalty function, we get a modified smooth global exact penalty function under mild assumptions.
引用
收藏
页码:51 / 68
页数:18
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