A Smoothing Penalty Function Method for the Constrained Optimization Problem

• 作者: Bingzhuang Liu
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: CONSTRAINED Optimization PENALTY FUNCTION SMOOTHING Method OPTIMAL SOLUTION
• 年，卷（期）: 2019,（4）
• 页码范围: 113-126
• 页数: 14页
• 分类号: O24

摘要

In this paper, an approximate smoothing approach to the non-differentiable exact penalty function is proposed for the constrained optimization problem. A simple smoothed penalty algorithm is given, and its convergence is discussed. A practical algorithm to compute approximate optimal solution is given as well as computational experiments to demonstrate its efficiency.