Global minimization of constrained problems with discontinuous penalty functions

Global minimization of constrained problems with discontinuous penalty functions

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Article ID: iaor20002994
Country: United Kingdom
Volume: 37
Issue: 4/5
Start Page Number: 41
End Page Number: 58
Publication Date: Mar 1999
Journal: Computers & Mathematics with Applications
Authors: ,
Keywords: global optimization
Abstract:

With the integral approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems. Optimality conditions of a penalized minimization problem are generalized to a discontinuous case; necessary and sufficient conditions for an exact penalty function are examined; a nonsequential algorithm is proposed. Numerical examples are given to illustrate the effectiveness of the algorithm.

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