A class of penalty functions for optimization problems with bound constraints

A class of penalty functions for optimization problems with bound constraints

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Article ID: iaor19942445
Country: Germany
Volume: 26
Start Page Number: 239
End Page Number: 259
Publication Date: Oct 1992
Journal: Optimization
Authors: ,
Abstract:

In this paper the authors propose a new class of continuously differentiable globally exact penalty functions for the solution of minimization problems with simple bounds on some (all) of the variables. The penalty functions in this class fully exploit the structure of the problem and are easily computable. Furthermore the authors introduce a simple updating rule for the penalty parameter that can be used in conjunction with unconstrained minimization techniques to solve the original problem.

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