A second-order smooth penalty function algorithm for constrained optimization problems

被引：36

作者：

Xu, Xinsheng ^{[1
,2
]}

Meng, Zhiqing ^{[1
]}

Sun, Jianwu ^{[2
]}

Huang, Liguo ^{[2
]}

Shen, Rui ^{[1
]}

机构：

[1] Zhejiang Univ Technol, Coll Business & Adm, Hangzhou 310023, Zhejiang, Peoples R China

[2] Binzhou Univ, Dept Math & Informat Sci, Binzhou 256603, Peoples R China

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2013年 / 55卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Constrained optimization problem; Penalty function; Smoothing method; Approximate optimal solution;

D O I：

10.1007/s10589-012-9504-9

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]; 120117 [社会管理工程];

摘要：

This paper introduces a second-order differentiability smoothing technique to the classical l (1) exact penalty function for constrained optimization problems(COP). Error estimations among the optimal objective values of the nonsmooth penalty problem, the smoothed penalty problem and the original optimization problem are obtained. Based on the smoothed problem, an algorithm for solving COP is proposed and some preliminary numerical results indicate that the algorithm is quite promising.

引用

页码：155 / 172

页数：18

共 17 条

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Balinski M. L, 1975, Math.Program. Study, V3, P1

[2]

Ben-tal A., 1989, LECT NOTES MATH

[3]

Smoothing methods for convex inequalities and linear complementarity problems [J].